Welcome, Stacey, my name is Stella, and we have a great dane, Merlin, a doberman, Raven and an Irish wolf hound/dane puppy, Strider. I love your pictures, your pups are all precious!
As far as your dane puppy goes, IMO, a pinch collar is not the answer for you at this time. Try the treats, and definetly do the puppy classes. I would even suggest regular obedience classes when he is old enough as a tool to teach you positive reinforcement, and socialize Tonka. They will suggest the collar that they would like you to use, and teach you the proper use of whatever collar they advise.
Although I do use a pinch collar on all of my dogs currently, I've never used one on a puppy less than 6 months old or less than 60 LBS. They can be harsh if not used correctly, like any other training aide.
As far as training treats, I like the Pro-Treat Freeze Dried Liver. I only use it during training and practice sessions, and they will do anything for it. I bought mine at Petco, but most larger pet supply stores carry some brand of dehydrated or freeze-dried liver treats.
Most importantly though, make him want to come with you, and enjoy the puppy time, it's over way too soon.
Stella