Congrats on the upcoming border collie adoption! My husband and I adopted a border collie mix puppy in August and are having a blast with him. Though we still have a lot to learn ourselves as he grows up (looking forward to reading more responses here!), here's what's worked well for us so far:
We borrowed the book 101 Dog Tricks from our library. It rocks! It has a wide selection of tricks in a variety of difficulty levels and lots of helpful pictures and tips. Definitely take a look at it since you're eager to do fun tricks with your future dog.
Echoing the support for Kongs: we've been putting a (slightly wetted) portion of a meal in his Puppy Kong, layering with some flat jerky to block the top, (these treats are really high priority for our dog!), freezing it, and giving it to him in his crate after play/walk time or if we need to step out for a few hours. It's a little more challenging for him than simply stuffing it with completely loose treats. A friend also gave us a Kong Wobbler, and we use that for the majority of his kibble meal times. He seems to enjoy working for his food with it.
For chill out-of-crate times in the late evening, sometimes we give ours Bully Sticks to chew on.