3 of my favourite dressage exercises

Shoulder-In/Shoulder-fore
Horse can't bend? Shoulder-in. Horse not bringing the inside hind under? Shoulder-in. Horse heavy on the outside shoulder? Shoulder-in. Pulling in transitions instead of pushing? Ride them in shoulder-in. Needs the wall for balance? Shoulder-in. Not enough expression or suspension in the paces? Shoulder-in.

Leg-yield, straight, leg-yield, straight
This is a really good exercise for horses who tend to fall through the outside shoulder whilst leg yielding. A few steps (4 or so) leg yield, then straight for a few steps, leg yeild a few, straight a few. It works the hindquarters, lightens the front end, and teaches your horse to listen to you.
If you find this really hard and your horse will not stop falling out, try riding the leg yield steps in counter flexion to ensure that you don't have too much inside bend which invariably will load the outside shoulder of a horse who isn't already balanced.
If you (or more importantly, your horse) are finding this easy, ride the straight steps as medium and bring them back for the leg yield. This is also good for horses who struggle to bend and push at the same time - the ones that you give you oomph or supple but not both at once? If you have one, you'll know what I mean.

Transitions!
Progressive or direct? Between paces or within the pace? Who cares. What matters is that you ride them really well.