Here are some of the basic exercises you may encounter in the first phase of rehab.  Some may need to be avoided depending on your condition/injury.

Pendulums - These are usually the first "exercise" you will perform following a shoulder surgery.  These should be pain free, so if they aren't it is likely that you're trying too hard and not letting your shoulder relax and swing.  Click here for a demonstration http://www.youtube.com/watch?v=V57uoLgsq04

Cane Exercises - These exercises are active-assistive, meaning that your uninvolved/uninjured shoulder does most of the work.  A dowel rod or golf club works great if you don't have a cane.  The following are a series of link depending on the motion desired - for flexion http://www.youtube.com/watch?v=erqdLgZbq_U&feature=related ; for external rotation http://www.youtube.com/watch?v=ctYXMGh4Ous&feature=related ; for internal rotation http://www.youtube.com/watch?v=jxcLmV8EoOg&feature=related

Table Slides - This is a simple exercise for easy range of motion and should be performed in a pain free range.  It helps to perform this exercise on a table top with a towel under your arm so that it slides better.  Click here for a demo http://www.youtube.com/watch?v=7qX6edrnnw8

T-Band Exercises - The following clip is a series of six different shoulder exercises with a resistance band.  Some of the motions may need to be avoided depending on your condition.  You may also do the exercises without a band for range of motion.  Check it out here http://www.youtube.com/watch?v=BWxcl9SMH4c