I clicker train my dogs. Clicker training is operant conditioning based on positive reinforcement (with food, toys or games being the motivation), and is pretty much exactly the same sort of training used in zoos and marine parks to train wild animals and sea mammals. When you see the Orcas jump up and touch a ball, then the trainer blows a whistle and gives the whale a fish - that's operant conditioning, and differs very little from what I do at home. As more than one clicker advocate has said, we've known about this kind of training, and its effectiveness, for decades, we use it on all manner of captive wild animals (animals which are too big or too aquatic to be manhandled), and it's only within the last decade or so that some people have been applying it to our closest animal companions. Any animal can be clicker trained, including cats, ferrets and fish. It's fun and rewarding for the animal, and in the case of dogs anyway, they really "buy into" the training, far more so than with most regular training methods.
I trained my previous dogs with more "traditional" methods, and have been very surprised by how different the dog's training experience is with clicker training. My dogs enjoy our training so much that they will actually come and get me for training sessions - they'll stare at me, then stare at the clicker, then back at me, until I get up and train. Who's got who trained?
I'm no expert, but here's some basic things you can try with your dog. You do not have to use a clicker (although they're only a couple of dollars at most any pet store), you can use your voice (pick a word like "yes", and try hard to say it exactly the same way each time), but the clicker seems to work better, and has the added advantage of not only sounding exactly the same each time, but it has no emotional content whatsoever, which means your dog (or cat, or ferret) doesn't have to waste mental energy on anything but figuring out how to get that treat! Try one session, see if you aren't surprised.
You will need: a clicker (or your voice), a supply of very yummy treats in small pieces (I use bits of turkey hotdogs, cooked chicken, liver - but use anything you know your pet REALLY likes), and a target stick (this can be anything from a length of doweling to an extending pointer - anything - mark the end with a marker or put some colored tape on it). I like to keep my treats in a bowl nearby or in a bait pouch, I don't want to hold them in my hand unless I'm using them to lure the dog into a position I want (like "sit").
There is really just one unbreakable, hard and fast, never-changing (except when it does) rule to clicker training: if you click, you treat. Even if you clicked by mistake, you treat. Clicker training is an agreement you make with your dog, breaking the agreement weakens the training. Clicker trained dogs have a vested interest in the work, clicker training gives them some responsibility for the work, it's not all on you, but in exchange for the dog being your partner and not breaking their side of the bargain, you must keep to your side of the bargain, and that means...if you click, you treat.
What does the click mean? What you're clicking for is to tell the animal that the behaviour they've just performed has earned them a reward. The timing of the click is important, the timing of the treat less so, as long as it follows the click within a reasonable time. The click is what you use to "mark" the behaviour as it happens, and tell the dog that what they were doing when they heard the click was what you wanted.
Basic skill: "Targeting" - teach the dog to touch something with nose or paw (very useful for all kinds of behaviors, from opening and closing doors, ringing bells, turning on switches, to sitting up and begging). You can have the dog target a stick, a margarine container lid, anything at all, but pick one thing and use it every time until the dog really understands the exercise. Hold the clicker in one hand, and the target stick in the other, with the tip pointing away from you (or put the target on the floor). On the off-chance that your pet is scared of the stick, hold it higher up, so that just a small amount is protruding from your hand. Now, sit and wait. Odds are good that your pet will look at, sniff or otherwise move toward the target. As soon as this happens, click and treat. Lather, rinse, repeat. As soon as the dog is consistently touching the target, you can start saying the word you want to use as the cue (clicker trainers usually use the word "cue" rather than "command", since words are loaded, and "cue" has a more cooperative meaning than "command", and clicker training is cooperation). When you see the dog is just about to move to touch the target, say the cue word, when the dog actually touches the target, click and treat. Gradually the dog will associate the word with the behavior, and will start to perform the behavior when asked. Then you can start phasing out the click (but not the treat). I always reward at least some of the time, I randomize the rewards, only reward every fifth or seventh or whatever incidence of the behavior, but I don't work for free, and I don't expect my dog to either. I have a different word for "touch with your paw" and "touch with your nose".