updated 7-09-09
Belgian Shepherds, Border Collies and Swedish Vallhunds, with proper training, can all excell at the disciplines listed below, if the time is put in to practice and train. I recommend spectating at your local training club BEFORE taking your new puppy. If you don't think their methods are progressive and sensitive to the needs of the dog, then look around for a club that is. You may have to travel a little further but I'm sure it will be worth it in the end.
The Kennel Club has a list of clubs. Contact them at: http://www.thekennelclub.org.uk/