That is very exciting news! Make sure you post some pictures too!
As far as showing it goes, the breeder should be able to tell you which puppy has the most show potential. Make sure you have studied the sheltie standard so you know what to look for and are aware of any disqualifications. I am assuming that you are buying from a show breeder since you want to show? Hopefully both parents are accomplished show/working dogs so you have a good chance in the ring. Puppies generally take after their parents in traits and characteristics, so it's important that the parents were sucessful show/working dogs if you want your puppy to be.
Either way, I wish you the best of luck with your new addition