It's important to get the right kind of training for a new dog. When mine was just a little puppy I brought him to an obedience school, where he learned the most important ground rules.
Since then he has learned to 'heel', he understands the commands 'sit' and 'down' and he has no problem being led around on a leash. Apart from the professional training, I never stopped practising and enforcing the rules of behaviour to keep my dog well-trained and obedient.
From the very beginning, my dog was never allowed on the bed. Instead, I set up a doggie bed, and now that he's used to it he automatically sleeps in his designated spot. I strongly discouraged things like begging, jumping up on people or tugging the leash. Throughout the whole process it was always important to me never to use violence.