From the clinic...

...for the shoulders.
The military press was once the ultimate show of strength exercise in the gym. It has been supplanted by the bench press over the course of time, but it is making a come back.
Although one can typically press more weight with the bench press, the military press incorporates not only the pecs but the anterior deltoids(primary movers) medial deltoids, trapezius, triceps and biceps are also incorporated.

Instruction: Standing, grasp barbell with an overhand grip that is slightly wider than shoulder width. Position the barbell in front of the neck at about shoulder height, press bar overhead until arms are extended then lower back down to starting position. 
This is an exercise that can be a staple in all of your routines, whether you are targeting the shoulders or just general muscle mass gain.
Other shoulder exercises that I like are, lateral shoulder raise, anterior shoulder raise, bent-over lateral dumbbell raise and upright rows. These are great exercises to build and strengthen the shoulders as well.
6-12 reps/3-5 sets, are generally a good range to work with. Experiment with the number of sets and reps.
Note: Behind-The-Neck Military Press - As the name implies, you take the weight down behind the neck as opposed to in front. This is a controversial technique. While some lifters swear to this methods effectiveness in building powerful shoulders, many other lifters have developed severe shoulder problems due to this motion (stopping and reversing the resistance behind the shoulders can cause tremendous strain). Most would be wise to stick to keeping the weight in front. If you do go behind the neck, make sure you are using weights that you can control.
See you in the gym...