It is great to hear of your good experiences but I would just like to add a word of caution. I have met a number of gun nervous dogs over the years, and all of them could have been avoided by more careful handling.
Although most well bred gundogs will cope with introduction to gunfire 'all in one go' as it were. It is a good idea, if you are thinking of taking your dog on a shoot, to try and arrange a more gradual introduction to shot. I understand that this is difficult if you don't come from a shooting family or background, but this if you can manage it, it could just save a disaster. The reason being that although the tendency to gunshyness maybe inherited, gunshyness or gun nervousness is almost certainly created by the owner of the dog in the form of a sudden introduction to gunfire.
This is how I , and many other gundog handlers introduce my youngsters to shot. I stand with the dog sitting at my side and get an assistant to walk 100 yards away with the wind blowing from me to him, and fire a shot. We bring the 'shot' and the dog closer together over a period of days. When first firing a shot close to the dog, we do so 'one shot at a time' never a volley or cluster of shots. This too is introduced gradually.
Another way of introducing shot if you have a keen retriever is to associate the shot with a retrieve from the beginning. However, if not carefully managed, this can lead to a 'running in' or unsteadiness problem developing. It also requires an assistant and the shot should be fired from considerable distance as in the above example
Another way more easily accessible to most people is to visit a clay shoot armed with lots of treats. Start by feeding or playiing with your dog a good 400 or 500 yards away from the gunfire - further if your dog looks uncomfortable. Make several visits over a period of days or weeks until your dog is quite happy in the close vicinity of the noise.
Gunfire really is best introduced in this structured way - just to be on the safe side. A gunshy dog is very difficult to cure.
Nervousness of fireworks is not necessarily indicative of gunshyness, fireworks can be much more alarming to a dog, though it is a warning to be extra careful.
Ideally, in the interests of steadiness, it is best if the sound of the shot has very little significance for a young dog. He should remain 'chilled' throughout.
Pippa