What brushes are the best for a long double coat and where to buy them from. Looking for quality that will last.

Depends on the breed, the coat type and what you're hoping to accomplish with the brush really. On breeds where I don't want to break the coat and want to make sure I'm not ripping out too much undercoat, I tend to use a pin brush. There are plenty of cheap options out there for this brush but I personally love the Chris Christensen ones for durability and quality of the brush. You can get different pin lengths depending on the depth of the coat, but if you're looking for something to deal with issues like mats you'd need a different brush entirely. Some more information would be helpful for suggestions.

Asking in advance of getting my sheltie so that I am prepared. I can't find anything that explains the different uses for a slicker versus the pin brush and the rake. So many different shapes and sizes to choose from.

I would tend towards a pin brush, but I've got friends who breed and show Shelties, I'll ask them and get back to you.

Thanks a lot. Other questions are, do I start off with a different brush when only a pup. If several different brushes are required in what order would I use them for a full groom and what will do for every day. They have such a beautiful coat, it would be a shame not to have it look at its best.

You will need a decent pin brush (not the cheap pet ones with baubles on the end of the pins) and if your budget can afford it get a Mason Pearson junior - nylon & bristle. Very expensive but it should last for years. Consider your brushes an investment. You will need a steel spratts type greyhound comb and small fine toothed comb for dealing with knots & matts around the ears. A small slicker is good for feathers and ears too.

This is just the very basics. Congratulations on your pending new arrival. Shelties are fantastic, but then I may just be a bit biased. I am owned by three of them ;)

http://simpsons-online.co.uk/acatalog/pin.html
I can't get the direct link to work but from this page you need a Simpsons large Pin for normal grooming back to the skin.

http://simpsons-online.co.uk/acatalog/slicker.html
A Universal Deluxe Slicker Brush from this page to remove dead coat when moulting or for a quick groom. 

http://simpsons-online.co.uk/acatalog/traditional.html
A medium tooth comb for behind/under the ears and a wide toothed comb to remove undercoat when moulting.

I would recommend that you don't neuter if you can manage to cope with an entire Sheltie.  It will change the coat and make it much more difficult to groom.  :)

One more thing, I think I need a good book, more on the grooming and training angle of a a Sheltie. I have owned other dogs before so already have general knowledge on dog keeping, but need to swot up on things that are unique to shelties. Can anyone advise.

A good breeder on the end of the phone will probably be your best bet for breed specific help.  ;)