Rear Lateral Raises are one of the best ways to work your shoulders.
Steps
Place a dumbbell on each side of a slightly raised bench. Lie face down on the bench with your toes on the floor. Grasp a dumbbell in each hand with your palms facing down.
Raise your arms to the side until your elbows are shoulder height. Keep your arms perpendicular to your chest and keep a 30 degree bend in your elbows.
Tips
Keep your wrists straight during the exercise and your elbows above your wrists.
The lifting must come from your shoulders. Don't swing the dumbbells.