I like clicker training. The first puppy class Darcy and I went to was a Karen Pryor Academy, so it was all about clicker training. One thing the instructor taught me is that when you're shaping a new behaviour you click as they start to do the right action, not when it's done. Click them in the act.
A book I bought and recommend is this one:
She walks you through all the basic commands (and a few advanced ones) using a clicker/ positive reinforcement.