we rough shoot with our dogs and its totally different to any other form of training, we do it because we have access to alot of land but if you dont have ready access to a tract of land then rough shooting is very difficult to acquire, your best bet in my opinion is to learn to shoot at a clay club, seperate from your dog training and then maybe join a small synicate shoot next season, you can often find "working mans" syndicates in the shooting mags, we have advertised this year for a few spaces, this would get you shooting and if your dog was good enough by next season then you could take it with you - this would be more preferable to rough shooting. The difference being these are usually small shoots where everyone chips in to create the shoot, look after the birds and work their socks off, but then you get to shoot without tha massive expense.
On a different note to get a shotgun licence you must have a clean police record, and I mean clean, and also they check with your dr in case of any depression etc, but a firearms they are way stricter so I would start with a shotgun and then see how it goes, unless you have access to alot of land (due to the range of a bullet) you will not need a rifle.