We have been working on come, sit, down and leash walking. All is done with lots of praise and encouraged with food. We do randomly about 20-40 minutes a day of training in between walks and play.
It is paying off and here is a short clip of Dexter doing Sit and holding the position while I walk away about 25 feet. On command he comes to me into come/sit position.
There is no magic to this. All it takes is patience, praise and desire to spend time with your dog.