Shoulders
Deltoids, more commonly known as shoulders, have three heads; anterior (front), lateral (medial), and posterior (rear). No one exercise can hit all three heads well at the same time, however there are many excellent exercises that can hit each one of the heads effectively. The good thing about shoulders is that even if you don't work them out, they can get a sufficient amount of work by secondary involvement in exercises such as bench presses (work the front head), rows (work the rear delts), behind neck press (medial and rear heads), almost any back exercise and all pushing exercises. This is why many people often don't specifically train shoulders individually.
However, this doesn't mean you shouldn't focus on shoulders. Enhancing them helps with all your other exercises, so it's a good idea to strengthen them. Having said that, you need extreme energy to carry these exercises effectively. So you may want to use a supplement such as Anadrole.
Now, here are some exercises we recommend you perform to build the shoulders. They will target a different head each.
Seated Press
The Seated Press (a.k.a. shoulder press, military press) is one of the best exercises for your shoulders. It's a basic compound movement that trains your front and medial heads. Barbell shoulder press puts more emphasis on your front head, while dumbbell shoulder press shifts the emphasis on your medial head. Many actually prefer using dumbbells for this exercise. This is due to the fact that dumbbells force you to use your traps because the weights are not connected and force has to be exerted to keep the dumbbells together at the top of the movement. Also, stabilizer muscles are much more involved with dumbbell rather than a barbell. This is because each arm/shoulder is more independent (you cannot help your weaker shoulder with the driving force of the stronger one). Dumbbells are the more difficult one of the two alternatives, however you can go a little faster with them, with a barbell you should lift at a slower pace.
Lateral Raises
Lateral Raises (a.k.a. side raises, side laterals), if done properly, will add width to you shoulders in no time. This is because they work the medial (lateral) head, However they are one of the most difficult exercises to perform correctly, mainly because it's so easy to cheat. All kinds of secondary muscle groups readily come into play, and you don't want to work them if you're targeting the shoulders. You can perform this exercise seated or standing, however seated is more difficult. Hold the dumbbells in front of your body at crotch level with arms slightly bent at the elbows, the outer plates of the dumbbells may be resting on the front of your thighs. Without swinging or tilting back, bring the dumbbells up at a slow or moderate pace (never fast) to your sides just above shoulder level. You should be marking off a quarter circle with each of your arms. At the top of the movement your elbows should be slightly higher than your wrists, or at least just as high. This exercise is very difficult and if you don't feel the burn after 3, max 4 sets, then you are doing it wrong. Two more important notes, never sacrifice weight for form in this exercise, and always do it 2-4 more reps than seated press.
Bent Over Dumbbell Rows
Typically, rows are for the back muscles. However there is one way to do this exercise to target the rear deltoids instead of the lats. First, get in the same position you get to do this is exercise for lats (legs bent, about ¼ squat, back straight, almost arched and leaning forward a lot, almost parallel to the ground). You can use a bench for support if you feel it is needed. You should use less weight than you would for your back simply because rear delts are so much smaller. Instead of rowing close to your body and toward your stomach, you should move (not so much pull) the weight parallel to your shoulders and out away from you body (not too far away). Make sure you don't swing the weight, but pull it with your posterior delts. You should feel the burn almost immediately.
Links for Reference
We would recommend that if you still need more information on how to build your shoulders, that you take a look at this advice from Noah Siegel or 'The Siege'.