Some dogs have to be trained differently due to certain natural instincts. Learn here http://OnlineDogTraining.enle.info/?8h84
This is how I trained my dogs, hope it helps:
Throw the toy, give the command "fetch" or whatever you use and have the dog bring the toy back. Don't let her know you have the treat. (If she knows, just hold it behind your back.)
Grab the toy still in her mouth and say "thank you". She should release, if not hold the treat in front of her nose. When she lets go, quickly praise her and give her the treat. Pet her alot too. Do this over and over. Then after a week or two, give her a treat one time, but not the next, giving her praise both times. If she does not bring you the toy, ignore her. When she does bring it to you, do as above.
When she plays tug of war, do the same, tell her "thank you" and put a treat under her nose and when she lets go, praise her and give treat. Give the toy back, sometimes they don't want to bring you the toy because they think you wont give it back (hence the "throwing it" part of fetch).
If she runs away with it, let her go. To her it's a game, "watch me make them chase me" is what she's thinking. If you don't show interest in it when she runs, she'll stop, but this will take time too.
Enrolling in training classes can help too. Just be consistant.
I play tug of war with my two Great Danes and there is never a problem. When I want them to let go I say "thank you" and they drop it immediately. Sometimes they win, sometimes I win when I say thank you. Its all about training and dominance. They know I am Alpha in the house, there is no question about it and I am consistant with training.