I would recommend using clicker training to train your dog, no matter what you're working on. You can find massive amounts of video and instructions on how to do this, but the basic principle is that you have a device you hold in your hand and when your animal does something you like, which you can encourage or capture in a number of ways, you make a clicking sound. After you've taught the animal what the "clicker" means by "charging" it, then that sound marks the exact behavior you wish the animal to repeat. Therefore, helping the animal understand the exact behavior that caused the reward.
The reason this is necessary is because traditional training would have you hold a treat above your dogs head, say sit, and when he sits, you tell him good boy and give him the treat. While saying "Good Boy" is similar to a marker, it isn't always what people say, their tone or inflection may be different, and it takes a couple of seconds to say. The dog may also see the treat as the real marker. That means there will be a window of ~10 seconds that your dog could see as marking the correct behavior. Even if you started the millisecond his butt touched the ground, he could have stood up, looked left or right, etc... The clicker marks the exact instant of the behavior and really helps your animal understand. It's also consistent and your dog understands it's a "Bridge", meaning a click equals a treat. It's operant conditioning, like Pavlov's dogs.
Once you understand "Click-and-Treat" and have practiced with a clicker and a tennis ball, then you're ready to start on your dog. I won't tell you specifics to any particular trick in this answer as there is so much information on it readily available. Instead I'll tell you keys to success and things to avoid.
Firstly, you need to realistically assess what you will teach your dog. Everyone might want a super dog that knows a thousand tricks, but that takes someone who dedicates all their free time to training their dog. I know that I don't have that kind of time. Once you figure out what level you reasonably think you can train your dog to, then come up with a list of commands. You might not cover everything, but you don't want to teach your dog a command now that will sound like a command you'll teach down the road. They should be short, sharp, and sound as different as possible. You can also use hand cues for things. For instance, when working labs as retrievers, the trainer blows a whistle that means "look at me" and then give a hand signal.
Once you know what commands you want to teach you should start with the basic ones and move on when they have a really good grasp of things. To be honest it really doesn't matter what you teach. The real trick is to teach your dog how to learn. If you teach you dog to be engaged in training and to keep trying things till they get it right, you'll help yourself out down the line. If you start with a difficult trick now, your dog will become frustrated and give up. If you've been teaching him how to learn all along, he'll try different things to get the reward.
Go into training sessions with a game plan, but be prepared to adapt. When I'm training my horses or my dogs I go into it with a plant to work on 5-7 things that training sessions. If I run into problems or areas where they need improvement, I add those to the list for the next week or so. However, if the dog wants to work on something else or offers up a behavior, work on that while they're willing.
Keep sessions short. I'm serious about this one. People want to hammer on training for an hour to make up for the fact that they've been busy all week. Ideally, you'll work with your dog in 10-15 minute sessions, less if they're a puppy and more if they act like they can handle it when they're more advanced in training. However, you'll find you'll make much more progress this way than hammering on something for along time. You just shift from one thing to another and train multiple things in that short session. Do it 2-3 times a day. The dog doesn't get bored, you maintain their interest, and you get much more accomplished.
If your dog acts frustrated, you should go back to a trick he does well and reward him, then quite and reevaluate the way you're going about it. When the dog gets frustrated he'll quite on you if you keep pushing and you'll get frustrated and mad. You're counter productive at that point. Also, it's natural for many animals to do a trick well multiple times and then screw it up and act like they've never heard of it. It's part of the training process. Know that it's going to happen and be prepared to go back and work on it from a lower level. Once they have it down solid this will no longer happen. Don't get frustrated and simply take them back to something they can handle and start over next training session.
I personally like to start my dogs with basic manners. By basic manners, I mean teaching a dog not to pull on the leash, walk through a door without being asked, not jumping in your car without being asked, etc... People don't think these things are important till they are. For instance, my family inherited my grandmothers spoiled dog. I kept making her wait till I asked before jumping in the car. They called me a dictator and wouldn't enforce this behavior. They took the dog to the river where she got muddy and soaked in river water. When they opened the car door to put something in there and put a cover down for her, she leaped in and shook that all over the clean interior before jumping in the front seat and doing it again. I tried to instill the same behavior at the door way. Again, they refused to enforce it. I simply asked her to wait till I waved her in before entering the house. Well, they were carrying groceries in and could barely get the door open. The dog rushed in and about took them and the groceries down. You have to prepare for situations where you don't have both hands free and your full attention available for the dog. I like to be able to leave the doors open in the spring without worrying about a dog coming inside.
Lastly, don't be afraid to treat. People are often too stingy when clicker training. Waiting on perfection or drastic improvement to treat. Treat anytime the dog gets close to what you're offering and give "Jackpot" rewards if they get a big breakthrough.
Good luck with your dog. If you start teaching these skill and teach your dog how to learn, you'll be able to easily teach it any cutsie trick you'd like.