Our dogs do the same thing. We buy them stuffed toys, it looks like there's snow covering our floor within minutes. We buy them rubber, they start chewing little pieces off. We buy them balls, they're ripped to shreds.
My stepmom's Shih Tzu is worse about the stuffed animals, but it's still a problem. We've found rope toys to be pretty durable, but other than that...
I'll definitely have to check out some of the suggestions in here.