Wow, a lot of Shepards that like gunfire. Mine too! I never would have thunk it, but from day one (we got him at 8 months old) he loves guns, and I have to be careful of him running downrange. If I put him on stay at the firing line, he somehow manages to always sit where he can play with the flying brass.
Now my Springer is another story. My wife found him at the Humane Society, he had been through 5 other adoptions. Was supposedly a chewer. My wife knew I wanted a bird dog and had sat through a few stories of how great Springers are for pheasant hunting, so when she heard about this guy she went and looked at him and of course fell in love.
He is a great dog, super enthusiastic, loves to jump, always hunts even in the yard. Birdy as hell, tries to jump through the window once in awhile after the bird feeder. BUT, somebody shot him or at him, or maybe tried to gun break him wrong, because he is gun shy. He started out not even wanting to go outside if I had a gun. If I forced him, he would just cower and shake with fear. So, I spent a few months working on it. I tied him up in the yard, and shot the .22 for a couple weeks with him 50 yards behind the firing line. After every shot, I would go play with him. I worked up from there, careful to not encourage his "cowering" behavior.
Now, he still doesn't like guns, and I almost have him over it completely. He is still a little bit shy of them and still prefers to not be around them when they go off. BUT, when a bird is in the air, or he is on something....he forgets about the gun and doesn't even pay attention when it goes off!