to the forum bdavis86. You've come to the right spot to research the german shepherd. You may want to put your general location in your profile. That way, folks from your area may be able to point to to different resources as you research and after you bring your new family member home.
For the non-answeres to your questions:
1. What kind of food is best for a gsd? I've heard eukanuba and royal canin are both good choices, what do you all feed yours?
What you feed depends- First off you would want to start with whatever the pup's breeder is using. If you getting a puppy from a shelter/rescur, you would want to check with them. You could then wean them to a different formula.
2. How hard is it to train them? I'm trying to avoid going to a training class, and hope that I can train mine myself, but I'm not sure.
Again depends on your commitment to put in the time and consistently to train. I would (strongly) encourage you to consider looking into group classes for the socialization aspects of the training and growing part of your puppy's development. beginning and continuing socialization is tantamount to your success in properly raising and being reponsible for the development of the puppy.
3. My girlfriend has a miniature schnauzer that is a male and I want the gsd and schnauzer to get along. I'm thinking if i get a male gsd this would cause too much competition between them. Is this true?
Every dog is an individual. How is the schnauzer with other dogs? Is he a fairly social dog.
If you work on the socialization of a new puppy you should be able to introduce the two well. You would want to oversee and watch the two for a while. And it should not matter whether you get a male/female.
Makeu sure you spend a lot of time in the puppy section as there are a lot of great threads on introducing and training a new puppy.
Be sure to ask lots of questions.