How best to train my German Shepard puppy?

HELLO ALL!  This is my first post here and I hoping to get feedback that helps my family decide how best to train our 4 month old GSD.

We raised a Husky/Lab who we adored for 15 years, but now we have a 4 month old German Shepard Male (already 45 lbs)! We really are not sure how to best train him. Since I'm the mom, I need to be very consistent and hard on the little guy if we want him to behave. Its so hard for me not to just melt at how adorable he is and let him get away with stuff, but I CAN'T! Luckily Copper is very easy going on one hand.

For example, he can be asleep on his dog bed and I can pull him and dog bad along the wood floor into another room and he doesn't mind at all. And he allows us to pick him up belly up and relaxes like we hold a baby without squirming. But on the other hand, if he does NOT want to do something he will just lay down and NOT budge.

So, if we go for a walk and he doesn't want to go that way or he wants to stop, he just lays down and will not move. But at 45 lbs now, we can't just pick him up. UGH!

So, we started puppy classes and they use the pinching collar which makes a HUGE difference. He will heel and sit, etc when training with that collar on, but is not happy about it really.  We have to keep him from running into the street and jumping up on us and teach him manners, but which way is best?

I saw on TV this training collar that seems to work well with remote control so dog gets tiny zaps in they do the wrong things. It looks SO EASY (if u have time to be with the dog most of the time). Is this cruel? Is this affective and recommended?  My husband wants to get an electric fence.

Do GSD ignore them and run through?

How different is training at GSD than others?  HELP!