I hear of dog trainers using correction collars or e-collars on puppies all the time. To me there is something completely disturbing about that and that is one thing I never did as a correction based trainer. Collars like this are often used to teach obedience, to teach leash manners, among other things. Puppies learn best when you show them what to do instead of just telling them what not to do – just like children! Think about it, you see parents all the time at the grocery store or at a restaurant yelling at their kids to stop doing something inappropriate, but they do not give the kid something productive or positive to work on. They fail to give the kid a way to get attention in a positive manner, instead they just get angry at the child for not acting properly. It is exactly the same thing with puppies. You must show them a way to be successful before you even try to correct inappropriate behavior. This applies to chewing especially. Give your puppy something they ARE allowed to chew on and praise them when they do. If they get distracted by table legs or shoes, simply redirect them to the appropriate place to chew by rubbing some yummy peanut butter or cream cheese on the toy. SPECIAL TIP: Ice Popsicle sticks mixed with a tad bit of Gatorade are a great way to sooth your puppy’s mouth as they lose puppy teeth and get their adult teeth in.
Another thing to remember about puppies is that they have short attention spans. Not super short, but like an adult dog, after a while they get tired and want to quit working on training. You want to make sure you keep training fun or they will learn to ignore you. Teach them commands like Sit, Down, Come, and Stay in super short training sessions (like <5 minutes at a time) that happens several times a day.
Here are some extra resources on puppy training that I would encourage you to read.