Shaping behaviors is a great way to create a thinking dog. It's also a great way to get some pretty cool new tricks!! Shaping is most associated with clicker training and rewards successive approximations until the final behavior is achieved. There is no need for neutral markers or verbal encouragement as this gets in the way. You, as the handler, sit quietly and click for the dog offering behaviors. Most dogs new to shaping or crossover dogs (dogs coming from lure training or from physical manipulation training) will with the handler clicking for any movement. As soon as the dog begins to understand that he can make you click by moving you can move on to forming a behavior.
The best known shaping game is "101 Things to Do With a Box" and it's just that! Put a box on the floor and click for all interactions with it. Eventually you will have an end behavior in mind, but to start out just focus on interaction and your timing. Make sure to vary your location around the box and the distance you are from it. Don't be surprised if you are back to square one when you change where you are. It will all come back.
I really like shaping "go to place". It is an easy behavior chain to master and a great beginning. Toss a blanket of the floor and begin with clicking for interaction - sniffing, looking at, walking towards, touching. When the dog getting the hint that it's the blanket that's important move to the next level - walking on. From walking in you can move to staying on, to sitting, to down. Toss the food away from the blanket after each click so that the dog needs to reengage with the blanket. When you're done with your session fold up the blanket and put it away. You may put the behavior on cue when the dog is readily running to the blanket and lying down no matter where you are relative to it.
Shaping is endless in its possibilities. It's great for dogs that worry about different things in their environments because you break things into micro steps building confidence as you go. So now go try it!!!