Any dog that's going to be a good companion has to develop some self-control. They're not born with it  ;-)  but you can make sure they have it as adults, by going out of your way to help them figure it out.
What I'm going to write below isn't specific to any one kind of dog; however, people with dogs taken home before 8-12 weeks generally need to be more concerned with teaching self-control, because many of those lessons are learned in early puppyhood from mom & siblings...and a pup taken early requires YOU to teach him the skills his family otherwise would have.

You know what they say about an ounce of prevention... ;-) I'm big on starting as young as possible(!!!) with teaching, and much of my thoughts here are geared towards puppies because that's when it's easiest, and when it sinks in best IMO. However I think alot of this is applicable to adults as well. Just be careful if you decide to try any of this with an adult dog, and be sure to gauge the dog's reactions...some dogs are already set in their ways or have a chip on their shoulder, and some kinds of self-control and leadership training could provoke a bite. Also, PLEASE remember that everything I write here is just my opinion, the way *I* do things. ;-)

Does your dog know what "NO" means, and does he obey it? Holding back from something he wants simply because you said NO often requires some serious self control! Definitely teach your dog what "NO" means, and *be consistent*! "No" means "no", EVERY time.

One thing I do with puppies that they sometimes take to badly right off the bat is to physically restrain them...I make a point of scooping up a young pup & holding him still for a couple minutes, and telling him "settle" if he squirms. Odds are, the first time you do this the pup will struggle and fuss and squeal, and maybe even try to bite you. Don't let it phase you ;-) and don't hold it against him. Just hang on, stay calm, and wait for him to settle. As soon as he goes limp, set him down, pet him, play with him. When they're young, they'll likely forgive you for this stunt right away <g> This is an important early lesson in tolerating things they may not like--their impulse may be to get angry, try to nail you, cry and flail...but soon they learn that life has speedbumps, and there's no sense getting freaky about them...it's better to reason your way out of it.
Another thing that tends to freak many pups out the first time they experience it, is being grabbed by the collar...even really *nice* dogs often swing their head around & show their pearly whites the first time you surprise them by snagging their collar. It's *essential* that you can do this--how many times does a dog try to sneak around you when you open the front door, or jump up on your elderly aunt? You need to be able to reach out & grab their handle at the last second, without getting bit. ;-) So...get 'em used to it while they're still small.

Crate training, and putting him on a tie out for a short while are other good ways to teach him to tolerate being held back from what he really wants to do. There's not much to do in a crate except...be patient. Same goes for long car rides, if your dog is able to ride w/o getting badly carsick. (Tips on carsickness
HERE.)
Dog trainers with well behaved dogs use the long down-stay for this sort of thing. If your dog is pretty obedient, this is a good routine exercise for him.  :-)

One of the *biggest* things you can do for your relationship is to use a "no free lunch" or "nothing in life is free" program. More info on that stuff here:

http://www.chowwelfare.com/cciw/alpha.htm

http://www.husky-petlove.com/husky_alpha_traing.html

http://www.shirleychong.com/keepers/dance.html

but the basic premise is, they get nothing for nothing. ;-) Anytime they want something from you (food, attention, a walk) they have to do something for YOU first (sit, lie down, give paw). I taught my guys that no food makes its way to their mouths, unless they are sitting. No exceptions. My guys see food appear, and their butts hit the ground. <vbg> For a short while, when we had two puppies with some sort of intense competition going between them, we had to use a bucket with a lid...and the lid came off when I saw puppy butts seated. Whatever works...

You can also hold food or treats in your closed hand, and teach them to "wait"before taking it...or, use it for target or clicker type training. Anything where they have to work for their food, wait to get it, puzzle out what they need to do to make you give it up, THINK instead of just reacting...is a good thing. :-)

Alot of times, dogs plow ahead to get what they want, without restraint, because they don't realize that they have alternatives. They don't realize that if they would only lie down nice, the kids would pet them...if they would take gently, instead of grabbing, you would give them special treats. These dogs need to be taught that they have other options...they need to find alternative behaviours to get the results that they want.

A dog who realizes that he can control the situation by acting a certain way, that his actions have consistent consequences, will have more control over *himself* than a dog who just reacts because he thinks that nothing he does matters. That's why communication and feedback is so important...you need to be fluent in canine body language to translate his dogspeak ;-) and you need to make sure you are communicating *your* thoughts clearly to your dog. Most importantly, you need to respond to his actions. (IMO, understanding canine communication and setting up a good no- free-luch program are *critical* factors in properly raising any high maintenance dog.)
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Teaching Self Control