You will want to start clicker training her- dogs learn very quickly with this method because it is all about positive reinforcement, so she will be a willing partner in training and will love to learn,
The text below is information on training that I give to people who buy our Aussie pups, but the information will apply equally well to your puppy. The books I mention are great resources on the basics of clicker training, but there are probably others geared specifically to agility. However, once you have the concept of clicker training down you can easily figure out how to teach any behavior you wish.
With the more complex behaviors, you sometimes have to start with "baby steps"- in other words, you start shaping the behavior by giving a reward for them just starting to do what you want.
For instance, a lot of dogs have trouble with "down" at first, so you would click and treat just for her lowering her head toward the floor to sniff the treat in your hand, slowly building to where she needs to move at least one paw forward so her body is a bit lower, until eventually she lays down completely. This should only take a minute or two, it isn't as time consuming as it sounds.
TRAINING:
Clicker training is a great way to work with your puppy, and will make training something that your pup really looks forward to. I firmly believe that early training actually teaches your puppy how to think and use its brain, and you will be surprised at how quickly your dog learns new behaviors when mature.
Aussies are sensitive dogs, and do not do well with harsh training methods. Yelling at or striking an Aussie will be very upsetting to them, so keeping training upbeat and positive is your best option. Focus on training positive behaviors to avoid problems rather than having to correct bad behavior.
The books "Don't Shoot the Dog" by Karen Pryor and "Doctor Dunbar's Good Little Dog Book" by Dr. Ian Dunbar are must haves to add to your library.
I highly recommend training "sit as a "default behavior". It translates to the dog as "If I sit, good things will happen!" This means that any time your dog is unsure of what to do, it will sit and look at you. It is also the way they can "ask" you for something. It makes for a very polite dog, and is probably the best foundation for a well trained dog.
We train our dogs to sit before getting fed. They are required to make eye contact and wait until permission is given to get up and go to their bowl. When you first attempt this with your puppy, it will probably take 10 to 15 minutes before the puppy will remain sitting when you put the bowl down and stand back up. As you lower the bowl to the floor and the pup stands up, simply say "Oops!" in a cheery voice and stand back upright yourself. Repeat until you can get the bowl to the ground. The puppy will undoubtedly look at the bowl of food, and then will hopefully look at your face. Say "Okay!" in a cheery voice and allow the pup to eat.
We also ask our puppies to sit and wait before entering or exiting the house. Sitting at the door can also become a signal that your puppy wants to go out and potty. Once they are older and polite about doorways, we just ask that our dogs wait for permission to come in or go out, and we no longer require a sit.
If you live in the city or suburbs, I would highly recommend training your pup to respect the curb as a barrier that cannot be crossed without permission, just like a doorway. Have your puppy sit and wait until you tell it "okay" before stepping into the street. You should also step into the street yourself and have the puppy wait until you tell it okay and then call it off of the curb to you.
Once the pup understands that it is not allowed to step off of the curb without permission, challenge it further by putting a treat or favorite toy in the gutter and block any attempt to get it. Ask for a sit again, and then give the treat or toy to the puppy.
Keeping a clicker and treats in your pocket is a great idea, since you can train for a couple minutes here and there throughout the day. It will also ensure that your puppy is very focused on you, since it never knows when it might get to play the "click and treat" game!