Owning an intelligent dog is like signing up for acting classes. The dog will watch your every move and play you like a chump if you do the wrong thing. It requires you to act like the alpha dog (which is a very awkward feeling to most people) in order to maintain the behaviors you want. This means understanding how dogs see reward, punishment, encouragement, etc… or at least learning what to do when you see behavior that you don't like and understanding how your own behavior affects the dog.
I wouldn't say that less intelligent breeds/individuals don't have issues, but a super-smart shepherd or hunting dog can easily get bored and turn that creative energy into a destructive streak.