ok. first, my disclaimer, I'm not a professional trainer. I'm just a speech therapist, who works with a lot of behaviorists, and I've had a handful of dogs, been to a lot of dog training classes. and I have summers off (aka a lot of free time).
when teaching a trick, always reinforce 1:1 (one treat for each correct or almost correct behavior), meaning everything good behavior, even if it's close b/c you want to encourage the participation... but also, some frustration attaining the target behavior is good, b/c there is a 'release' when the actually execute correctly.
after the behavior or trick is consistent, put a hand cue on it, then when the hand cue consistent elicits the trick you can pair it with a word command.
'dance': was a 'capture' behavior, meaning that Ollie did this as a pup, walk on his back legs to 'jump' or reach me... so I started to give him a treat when he did it. I would dangle the treat above his nose and wiggle my fingers. now, he moves his body to how I move my hand/fingers. he gets the treat in 5-10 seconds of 'dancing'.
If I were to teach it, from scratch, or shaping, I'd get my dog to stand up on the back legs, then teach him to follow my hand for the movement.
on your side: it's when from a down, he flops over on his side. all I did was roll him over and when he stayed on his side for a second, I gave him a treat. I did it 3-5 time and he got it. this is not a recommened method of teaching a trick, it's my ghetto style. my hand signal is palm facing the ground, moving in a horizontal plane, about 2-3 inches back and forth a couple of times.
roll over: my little guy does a slow mo rollover, although he's getting better.
traditional roll over is taught from a down, then you lead the nose in a 1/2 circle from the nose to the tail base, over the backbone. if the dog follows it tightly with it's nose, his body will automatically rollover. I'm sure youtube must have it somewhere.
so you know how when dogs lay down, it's sorta a C shape. from the top of the C being the dog's nose, you lead the treat in a half circle to the tail (bottom part of the C), and over the butt. go slow when you start so the dog follows the treat with his nose.
by far the most crowd pleasing trick is when he says 'hi'. after your dog learns 'shake'... you shape the behavior to a 'hi', by not letting his paw rest on your hand like 'shake'. then you raise the paw higher by raising our 'target' hand, the hand he would normally target for a shake. eventually he'll mirror your hand waving hi with his paw coming up to say hi. it's super cute!
good luck!