This work very well with certain dogs. We used a dog clicker to train a rat terrier how to spin, roll over, and run between our legs. Before, we were only using verbal praise and rewards to teach tricks, but it was not as effective. The clicker creates a very distinctive, highly repeatable, and loud audible sound that dogs respond to more immediately.
The first step to using these is to create an audible click and associate it with getting something the dog likes, such as food. Once you do this a dozen times or so (feeding the pet while making the clicking sound), you can slowly escalate what you want the pet to do before making the clicking noise.
When your dog does something you want, like sitting or rolling over, immediately click the button and give a reward. This sends a very clear signal to your dog that this is a behavior he should repeat over and over again in order to get his reward.