Training usually involves a lot of treats, there are other methods, but treats are definitely the easiest and most popular method! I like to encourage people to use multiple flavours, textures and sizes when training with treats, leaving the yummiest stuff for the most important commands.
There are a ton of options out there for treats, but the most popular for training are the aptly named training treats. This type of treat is usually small, low in calories, soft and very stinky to encourage the dog to focus on you. These treats are great for general training (sit, shake etc), but what about the important commands?
When training the main commands or "safety commands" as I like to call them, I use high value treats. These are the commands that can save your dog's life in a dangerous situation, or commands that you need them to listen to the first time without exception such as come, stay, heel, etc.
When I was training Ember, I focused a lot of our time on recall. Her reward for coming when called was a nice chunk of hotdog or cheese (thanks to Erika for suggesting hot dogs). We used the regular training treats for the "less important" commands like sit, speak, shake etc, but when I need her to come to me, I need her to do it now! After working with her for a bit and finding out what she really likes and would do pretty much anything for, hot dogs and cheese were the winners.
I like to use our walks as training sessions, so I will usually have a treat bag with a mixture of her kibble, some training treats and some dehydrated raw food, but I also keep a separate bag of hot dog chunks and cheese. These high value rewards only come out when I give a "high value" command, such as come or heel. When we do things like "sit" at a corner or "wait" when I have to stop to tie my shoe, we usually use the lower value treats as her reward.
When asking a dog to come to you or to ignore something that seems way more fun than you, having a high value treat and making yourself more exciting than the stimulant is the key to getting them to listen the first time. Training recall is vital to your dog's safety, as well as other dogs you may come across, but you have to make it worth their time to listen!
What can you use as your high value treat?