As you can see, there are many ways to teach the same trick!
See which works better for you and your pup. Here's how I did some of the tricks.
Shake (give me paw): My command was give me paw (and now a Spanish command) because I wanted to later teach him to shake his body on command. I didn't want two tricks associated with the same command. Anyway, to teach give me paw I would put my boy in a sit, show him the treat with my left hand, take it away, say the command and then with my right hand, grab his right paw and shake it. If he allowed me to hold his paw and shake it, he got the treat. If he pulled away, I tried again. Eventually, all I had to do was offer him my right hand, and say the command. He now lifts his little paw and places it in my hand.
Down: I tried using the treat and placing it on the floor when he was in the sit position and sometimes he would just get up and try to "dig" the treat out of my hand. The way he learned was to grab the treat with one hand and put my hand on the ground while saying "down". With my other hand I grabbed his two front paws and gently pulled them forward. With no legs to stand on he was forced into the down position. Now all I have to say is down and he does it by himself.
Bang-Bang: This one is easy! Have your pup in the down position. Say "bang bang," even do the hand motion if you like, and with the other hand gently push him on his side. If he stays even for a fraction of a second, give him the treat. Eventually you won't have to push him down and he'll stay "dead" for longer.
Roll Over: Start with the down position. Show your baby the treat. Say the command while moving the treat from in front of his nose to behind his right ear. Continue to move your hand in the direction you want him to roll, in this case the right, and with his nose as a lead his body will follow. To get them to roll over to the left, move the treat from the nose to behind the left ear and then move your hand to the left.
For all the tricks it's treat, praise and repetition. Eventually you will phase out helping him finish the trick as he learns what you want him to do. Good luck!!