How to train depends somewhat on your goals; if you want to develop large, powerful muscles, then you will want to lift larger amounts of weight with fewer repetitions. Conversely, if your goal is toning while you lose fat, you will want to perform more repetitions with a lower amount of weight and a higher number of repetitions. This site articulates why spot reduction, the idea that fat in a particular body region is reduced more by working the muscles in that region, is a myth. So without further ado, here are some of the best shoulder exercises you can do. Good luck and be safe!