Shoulder exercises were extremely important during my playing days. This is an easy workout you can do with two dumbbells, one in each hand. Standing straight with your core muscles squeezed, let your arms hang by their side and simply lift each dumbbell out in front to shoulder height, and lower again nice and slowly. Alternate each arm when doing this and make sure they are never fully extended (keep a slight bend from the elbows).
DISCLAIMER: These exercises were originally prescribed to Greg Norman by his personal trainer. Before you attempt anything, consult a personal trainer to see which exercises may be right for you.