Frankly depends on the depth you want to take and your CMS and its automation features.
So take for example your page : www.mysite.com/dog-training/whistle-training/
An automated title tag and meta description set up would take its data from the URL and Page titles and categories:
Whistle Training for Dogs > Dog Training Guides > MySite.com
Whereby you have the rules:
{Page Title} for Dogs > {category URL} Guides > Mysite.com
In such instances it is better to use clever set ups that work with most keyphrase combinations, and the added "Dog Training" in the title, URL and page description helps strengthen the overall site or section focus when it comes to the primary keyword such as "Dog training"
So in the example Richard has given above:
Title: Whistle Training for Dogs > Dog Training Guides > MySite.com
Title: Triball Training for Dogs > Dog Training Guides > MySite.com
Title: Fetch Training for Dogs > Dog Training Guides > MySite.com
This shows that you have plenty of "Dog Training" pages in that category and you can start to see how the repetition would help the section on the site.
However, if you DONT have automation, I prefer a flatter hiearchy:
You can still have the same title tag set up to strengthen the relevancy.
The reason why I prefer the flat URL hiearchy is that in your case the flowed hiearchy works, but on many sites a page could be part of two categories, and as such can cause havoc or multiple URLs when trying to fit into URL.