First, I swear by hand signals. Emma can do all of her tricks now with just the verbal or just the hand signals. We usually give her both at the same time to make things easier.
(Lie) Down: We taught Emma "down" on a wood floor. It was much easier for her to SLIDE from sit to down!
She learned this in 10 minutes, in one day. No kidding!
Shake: we would just grab her paws and do it, then reward her.
Wave: Wave at her, then take her paw and wave it. We use the opposite of the one she "shakes" with.
Roll over: Get her in "down" and then hand signal for "over", and then roll her to one side. Immediately treat once she's over.
Bang! (play dead): Hand signal has GOT to be the air gun... Easily mastered after roll over-just get them to stop and freeze, then treat! You can extend the length of time she has to stay on her back after she gets it. Impressive party trick!
Walk: My husband taught her this one in a night. Get her to stand on hind legs by luring with treat. Once mastered, do the same thing, only hold the treat out in front for a few steps. Bingo! We're walking!
Stay: We use a full palm out hand signal for "stop". We have her sit or lie down, and then say stay. Then we walked away a few feet, and rewarded her for staying put. Only walk as far away as she'll stay put for the first few times. Now we can get out of the room and out of sight, and she'll stay.