I do mine seated, Dorian Yates style. It doesn't take much weight at all, if you do them correctly. Like 20lb dumbbells and my lateral heads are blown up and screaming.
Last night was shoulders for me, and my workout was as follows:
Side lateral raises, 5 sets
Rear delts on the reverse pec deck, 4 sets
Barbell Shrugs, 5 sets
Shoulder press, 4 sets
Front db raises, 4 sets supersetted with front bb raises for 4 sets.
By time I got done, I couldn't lift my arms to wipe the sweat from my forehead. Then I did another 22 mins of cardio on the elliptical with the arm gimmicks, so I had to push/pull for that whole time, too. My shoulders are still feeling a little smoked today!