When you do military presses, the optimal way to activate the entire shoulder and even trapezius is to shrug when you're at the top of the movement.
So as you go up, you normally press the weight until your arms lock out. If you're familiar with the shrugging movement, you can do this one trick to really push your shoulders, by activating your traps with the shrug motion. Essentially when your arms are at the top, extend them maybe an inch further and pull your traps in. Guaranteed to build you up.
Also, consider internal and external rotations for shoulder mobility and warm-ups, this will help with your rotator cuffs during lateral and front raises.
External Rotations
Swimming is also a big one for shoulders. +1 @JohnP
Stay thirsty my friends