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Depends on the rescue dog and what kind of dog you're able to provide for, but it can be a good idea to look for a nice-tempered adult dog from a shelter over buying a puppy that you will have to train from scratch. There's lots of great, well-behaved dogs that are in shelters simply because their owners moved, had a baby, are getting old, got a new job, bought a breed unsuited to them, met a partner that's allergic, ran into financial problems, etc. Not always great owners, in /an/'s eyes, but not some kind of monster who beat their dog for shits and giggles and left it a traumatised shell.
And then of course there's some shelter dogs that are better off with an experienced owner. There's no absolute rule, but it's definitely worth at least checking shelters out, they tend to have a good idea of their dog's personality, what it needs, any potential issues, etc.