I drive my car to where I walk my dog, a part industrial/rural area. Nitro's on a long, loose line. He knows
'lets go', 'slow down', 'quick quick', 'stop', 'wait', 'sit', 'drop', 'no', 'this way' (I'm 'challenged' when it comes to left and right). I use 'lift' for him to raise a paw if the lead is in his way, very useful. Sometimes I'll have him drop/stay, I'll walk to the end of his line, and throw a stick or toy for him to chase.
I don't let him pee on everything, 'leave it' command and he won't. I don't mind him air sniffing interesting parked vehicles, but no peeing is permitted on other people's property. What I find interesting is, if he stops to sniff something, and I keep going, he can run past me, but knows when he gets to the end of the line and slows down. Kind of like I know how much coffee I have left in my favourite cup without looking.
I'm happy to let him sniff as he's using his brain, the purpose of the walk is to get a mind and body workout, and to have fun. A couple of times when Nitro has been sleeping, I've been able to tell what he's dreaming about. One dream I watched was, tail thump, thump, thump, legs and feet twitch, twitch, twitch, and then he lifted his hind leg at right angles, all while sleeping. My interpretation was, he was told he was going for a walk (thump thump with the tail), he was walking/running (paw/leg twitching), he found something worthwhile to mark/pee on (hind leg at right angles).
On a walk he's checking in on me all the time. He heels when other people pass, but that happens rarely. In hot, humid weather I let him lie down when he needs to, to prevent overheating. Currently we're in winter, so he doesn't need to. We walk early morning/dawn, the best part of the day.