To be effective with training your dog, it helps to understand some basic principles. Dogs can be taught to recognize hand signals, verbal cues, perform simple tricks, or perform more complex tasks. The basis of all training lies in timing and consistency. Dogs, and most animals, have a very short window for associating rewards/discipline with a certain behavior or action. If you praise a dog for a good action, do it as soon as the dog performs the action, within 15 seconds. The same goes for disciplining a dog. If the dog does something bad, discipline him within 15 seconds. If you wait longer than that, there will be no association between the two. 

Consistency is important because if you don't allow the dog to do something, make sure you follow it through every single time. If you don't want the dog to beg for food, do not allow any food to be given while people are eating. Allowing a visitor to feed the dog from the table isn't teaching the dog not to beg. 

If you don't want the dog sleeping on the bed, do not allow the dog on the bed at all. You can't allow things only at certain times. Dogs don't have the reasoning to understand that they can only get on the bed when a person is in it too. Think about how you set rules with your kids. If you say no to video games before a certain time, you normally wouldn't give in and let them have extra time, right? The same principles can be applied to dogs. 

Let's talk reward and punishment.

Dogs generally learn better and faster from a positive reward rather than from a negative/punishment.

A positive reward is a happy tone of voice, "Good Boy!", a pet, or a treat.

A negative/punishment would be a raised, gruff voice, "No!", or a physical reaction such as a pull or jerk on the leash, or a light spat on the butt. 

With negative reinforcement, it's always best to start small and work your way up to the harsher punishment. Once your dog understands what is and isn't allowed, usually all it takes is a gruff tone and saying their name or telling them no. 

Dogs are pack animals and in a pack, there is always an Alpha who is in charge. By setting rules and enforcing them, you become the Alpha dog. 

When teaching them something new, take your time and don't get impatient or start yelling if they don't pick it up right away. If they aren't understanding something, break it down. For example, if you are trying to teach your dog to sit and you are just telling the dog to sit, without putting his butt on the ground, he isn't going to associate that word with anything. Tell the dog to sit while pushing his butt down and once the butt is on the ground, praise him or give him a treat. Repeat this process until the dog learns what "sit" means.