Hello from southern Ohio! After showing minis for a while, I am imbarking on the double registered Shetland Miniatures. These are shetlands that measure at 38 inches or less. I still show in the Mini classes, but have a feeling that I will be switching to classic soon (if my friend has her way LOL). The area 2 AMHR shows (which include Michigan, Ohio, Pennsylvania, Indiana) usually are Shetland and Miniature Shows. The breakdown for Shetlands is Classic, Foundation, and Modern. And then you have the Miniatures 34 inches and under, the 34 inches and over. I am seeing quite a bit of Shetlands showing in the area 2 shows. The Shetland Congress is held in Indiana (which I am going to this year WhoHoo!) as well as the World Show in Ohio.
Training involved depends on the type of horse and what you want to do with it.
I agree with LauraB, the training of a shetland or miniature is quite diffrent than a stock type horse, or even your gaited breeds. The closest type of training may be the hackney ponies. There is a couple of web sites and forums dedicated to the Shetland pony, or the Shetland pony and Miniature Horse. I don't think that I am allowed to post them here though.