If there's only one of my body parts that has responded to training, it's my shoulders. My personal trainer has me do "Shorties." These are dumbell shoulder presses, but you do not raise the dumbells any further than the top of your skull, so that your arms form a right angle or "L." Then lower them almost, but not quite, completely. My trainer's theory is that if you fully extend the dumbells on a press, the second or two that you are "up" is rest, which reduces the effectiveness of the exercise. We've been doing it this way now for about 6 months and I get a lot of compliments on my shoulder development.
We've worked up to 4 sets of 12 with 35 pounders or 4 sets of 10 with 40 pounders. Of course, this is in combination with all the other exercises we do like side raises, etc.