The Chew Monster
Puppies chew and so do adult dogs. Most of them never really outgrow it. Chewing can be a self calming mechanism and it exercises the jaw and is just plain enjoyable for most dogs. So it's important to let them know what it's ok to chew on and what isn't.
First and foremost, make sure your dog has LOTS of good things to chew on. Different textures are important as sometimes she'll want to chew something soft and other times she may need to chew down on something she can really gnaw at. Stuffed toys (as long as she doesn't eat the stuffing), Nyla bones and Bene bones, rope toys, etc are all great. If she likes to pull the stuffing out of the toys, let her. That mimicry of disemboweling the prey is an important part of play and a good emotional outlet. Most dogs continue to play with the empty shell even after the stuffing is gone, and if she destroys it completely, well that's what it's for. In most cases, when a dog has lots of toys to choose from she will choose her toys because they are more fun. Give her a toy box so she knows where she can go to find a toy when she feels the urge to chew.
Second, keep your shoes and other things she might mistake for a toy put away. Let her get used to choosing the right things, and praise her for doing it. Play with her with her toys to make them even more desirable and fun.
Let's say you catch her chewing on a chair leg. Or a pillow. Or your shoe. Interrupt her with a happy "uh uh" (don't yell), and IMMEDIATELY grab a toy or a treat and encourage her to come to you to avoid a chase. If she doesn't come right away, praise her for having stopped chewing to watch you so she knows you're not mad and you keep her attention on you. Offer her the treat if you have one, and a toy she really likes. If she's picked up the shoe again, offer to trade her the treat/toy for what's in her mouth. YOU DON"T WANT TO PULL IT AWAY. That looks like play to her and rewards her for holding on to the toy. Once she lets go, offer her a toy she can chew on and praise her as you remove the contraband. You can make the toy more interesting by playing with it with her for a few seconds. If she drops the toy and returns to the shoe/chair/pillow, repeat the process. She gets three chances and then she's off to time out (see The Bitey Mouthy Puppy). Don't forget to say "too bad!" in a cheerful voice as you escort or carry her to time out.
Your puppy will go through rounds of chewing on things as her puppy teeth come in and then again when her adult teeth come in, and she may continue to enjoy chewing well into her senior years. Make sure she has things she can chew on that she enjoys so she can make good choices during this time. Rawhide sticks, stuffed toys, pig ears, Nyla bones, Kongs...the list is endless. Find what she likes and make sure she always has access to it and you'll set her on the right road.