All good advice. Shock collars can be set to give very little stimulus. If a dog yelps then it is too much and needs to be toned down.I hear there's also the collars that don't shock, but have that poking, pulsating feeling that doesn't induce actual pain. It just kind of causes that wierd sensation in the dog's neck that makes him stop what he's doing and pay attention to you. Surprisingly I learned about it at a 2 thousand dollar 2 week obedience school. Surprised me, as I figured if you're charging that amount you have a method to train my dog that doesn't involve a training aid I could use on my own.
Regardless... just remember that it's not a crutch for inability to control the animal or unwillingness to exercise that dog and get that excess energy out of them. IMHO the eventual goal should be to hardly ever actually need to use it. Heard of far too many situations where someone else's animal goes berserk and they shock them just to make them stop and leave it at that. No commands, no structured walks, the dog gets to do whatever it wants then gets reigned in with a shock.
In fact, the stimulus should be set low to begin with and worked up until the dog notices. Collars that have a "beep" along with the stimulus are especially useful since after a while the "beep" alone gets the dog's attention and the shock can be turned off.
The goal is to never need to use it as eharri3 points out. It should only be used to reinforce known commands rather than leaving the dog to figure out why it got zapped.
In the hands of an inexperienced trainer a good dog can be ruined in no time.