As it is a major muscle group in the body, shoulder exercise is essential if you want to get a complete body workout. The great thing about shoulder exercise is that it is very transferable to the rest of your life as the vast majority of sports will use this muscle. Tennis, squash, badminton, hockey, basketball, gymnastics and golf are just a few of the examples that would be included. Unfortunately, many of these activities also lead to injuries in this body part, making gaining strength even more important.
What you need to remember when performing shoulder exercise is that for most movements you don't let the arms go past ninety degrees. This is to ensure you are not putting too much strain on the ligaments when lifting a heavier weight. The one exception to this would be the military press where you begin with the hands around neck height. Lateral raises and frontal raises in particular though are ones to really watch out for as they place the muscle in a weaker position to begin with.
Don't forget about your rotator cuff either when performing movements for this muscle group, as it plays a very important role as well. Side lying, bent-arm rotations are an excellent movement to challenge it without placing too much stress on it that you risk severely injuring yourself. Just be sure to start out with a light weight, maybe even just two pounds, until you are used to the movement.
Lastly if you do feel pain whenever performing any of the lifting movements ensure that you stop immediately. This muscle contains so many ligaments and tendons it becomes very easy to throw it out of place or strain one of them. That could leave you sidelined for quite some time so avoid it altogether if you can. Pain is a signal that you are using improper form or too much weight so look after those two factors right away.