Ah yes, fun for the dog. It is important, isn't it. Crucial really.
If you're concerned about FUN -- and you probably should be -- well then, DON'T shock the dog. Find another way that's in keeping with the fun aspect, and doesn't punish your dog for simply being a dog.. I mean, obviously, getting zapped in the midst of a nature walk just ain't a dog's idea of a good time. I'm sure.
In other words, positive reinforcement training of 1) an acceptable "zone" and also 2) recall under high distraction.
There you go. Fun.