The shoulders are about the most vulnerable, injury prone spot on the body, primarily the rotator cuff. This pretty much comes from the glenohumeral (shoulder) joints huge massive range of motion. The rotator cuff controls a lot of these smaller movements and they're brutally easy to injure. It's composed of four muscles, described below.
Supraspinatus: The most commonly injurred. It performs the initial abduction of the glenohumeral joint (lifting arm out sideways), so basically it does plenty. It's the highest up on your shoulder and it sits in sort of a vulnerable spot. Bringing dumbell overhead presses together at the top of the movement will impinge the suprascapular nerve and won't be mounds as it has a good amount of affect on the supraspinatus. Repetitive dumbell raises and upright rows can also lead to overuse injuries. Also, being as it's the muscle that holds the arm in the shoulder, when you're throwing something, it's at risk any time you're throwing anything. If you can't smoothly abduct your arm, or you experience pain in resistance of abducting it, you've probably got a surpaspinatus injury, and if you injure your supraspinatus, you're going to be a little angry, because depending on the severity, it can take up to nine months of rest to heal. Make sure you see a doctor if you suspect that you may have a supraspinatus injury. Front lateral raises will work the area of your shoulder that will help prevent injuries there if it is something you have not yet sustained, which I hope is the case. But if it is injurred, you must rest and perform moderate mobility exercises to mainain the range of motion in the shoulder. Heat packs will help you do that. Anti-inflammatorys will also help, but get that from the doctor, as you'll be seeing one for your shoulder anyway.
Infraspinatus: Bench press is a popular lift. That's why this is the second most commonly injurred rotator cuff muscle. It's main function is external rotation, but it is put in great risk in the bench press and movements like it. If you flare your elbows out like about 95% of all people do, when the bar touches your chest, your elbows have already dropped behind your shoulders. This is where the injury occurs. Try to keep your elbows closer to your sides and not let them drop behind your shoulders. If you have minor problems with this, perform low resistance external rotation, whether it be with a dumbell or with surgical tubing, for twenty slow repetitions, four sets, two to three days per week. This will likely strengthen it enough in a matter of weeks to have noticably less pain and risk of severe injury. Once strengthened, any row movement will help strengthen the surrounding muscles that will aid the infraspinatus. If you've already sustained a severe injury, hit the doctor first. External rotating exercises come a little later because in the mean time you better be resting it while trying to maintain range of motion through a very light mobility program, which the doctor will provide you with.
Teres Minor: Another external rotation rotator cuff muscle. It works very similar to the infraspinatus, but unless you blow your shoulder pretty hard, the infraspinatus will go first, so you don't need to worry heavily about this one. Keep your infraspinatus safe and your teres minor shouldn't be a concern. So keep up on your resisted external rotations.
Subscapularis: This is the internal rotation muscle. Partial ruptures happen often to throwers and heal with pretty bad inflammation. If you notice pain when the arm is above the shoulders, or during resisted internal rotaion, you've probably got a little problem with the subscapularis. Anit-inflammatorys might help, but it'd be best to get doctor prescribed ones. In the mean time, rest until it is not painful, and as soon as the pain will let you, apply heat and begin moderate mobility training.
So those are the four. Just be careful and perform exercises once or twice per week to keep them strengthened and you shouldn't experience any problems- primarily external and internal rotation. When lifting, be careful with upright rows, dumbell raises, overhead presses, pec deck machines, dumbell pullovers, and bench presses, and completely avoid anything that works behind the neck, like behind the neck pull ups, pull downs, and overhead presses. All of these massively jeopardize the rotator cuff.