Shoulders consist of a number of different muscles, most people refer to the deltoids and trapezius when talking about shoulders.
The deltoids can be divided into three heads: the front deltoids (anterior), the side deltoids (medial), and the rear deltoids (posterior). Like any other muscle group, hit them hard and intensly, making sure that you pay equal attention to developing all three heads, and remeber that most pressing movements involve the front deltoids to a degree, such as the bench press.
The raw compound pressing exercises are the bread and butter for developing the delts. As usual, try starting with these exercises first before the isolation exercises that follow, such as lateral raises. Alternate using dumbells, barbells and the smith machine each week, to find out which works best for you. Also experiment with the number of reps, as people get good results from low rep ranges (4-8) and high rep ranges (10-14), as long as you can feel the blood getting pumped into the deltoids. also include some upright rows, and be ultra strict with the movement unless you are going super heavy.
Try pyramiding the weight during the compound exercises like shoulder press with dumbbells.