As a personal trainer for competitive bodybuilders, I always recommend concentrating on building up the side deltoids and of course the legs for this reason alone.
Here is a typical routine that I like to do and I brief description of each exercise.
First off, the shoulder muscles consist of three deltoid heads. They are, anterior(front), medial(side) and rear. The following exercises will work each area to the fullest.
I see too many people either not lifting enough weight or doing this movement incorrectly. Remember to only lift the dumbells as high as your shoulders while keeping your elbow slightly flex.
All in all, these five exercises will give you total shoulder development. Remember to change the exercises from week to week because you do not want your body to adapt to any movement. I suggest choosing 3 exercises and complete 3 working sets of 10 - 12 repetitions for each shoulder workout. Do not forget to warm-up the shoulder with lighter weight.