Lateral Raises, also called side-arm raises or shoulder raises, work your (you guessed it) shoulders and more specifically your deltoids [1]. It also strengthens your upper back. For this exercise, you'll need a set of 4 to 8 lb. dumbbells.

• Stand with your feet hip distance apart. Hold a dumbbell in each hand so your palms face in towards the sides of your body.
• Start with the right side first. With control, keep your arm straight (but don't lock that elbow) and as you inhale, raise your right hand up towards the ceiling. You want your palm to be facing down, and your arm to be parallel to the floor. Then as you exhale, slowly lower your hand back to your body. You should be able to see your hand in your peripheral vision. So your arm isn't directly out to the side, but slightly forward.
• Do the same move with your left arm.
• Then do both your right and left arms at the same time.
• Continue these moves of right, left, together, right, left, together, for a total of 10 to 12 reps. Do two sets.

Source [2]