I purchased a puppy and rescued an adult. I personally would never purchase a puppy again because I feel the same way you do. There are way to many dogs in shelters who need homes. What I have learned over the years is that there are many many purebreds in need of rescue. Its not just mutts in shelters or being rehomed. And you would be surprised at how many puppies there are in need of rescue. I have to tell you that if you choose a large breed puppy he will be able to step on them from day 1
Mac was 9 weeks old when we brought him home and he weighed more and stood taller than all of our cats. Despite our socializing efforts, they still don't get along. However, Bart was full grown when we brought him home and he gets along with the cats just fine.