My dog started with a play retrieve, just charging after toys and bringing them back with lots of encouragement for me to chuck 'em again :P
I've also trained using the clicker - now, this is a great way to train dogs who are not necessarily retrievers. Whippets and lurchers can learn to retrieve with the clicker.
There is a photo sequence of how to do this in the book Clicker Training for Dogs by Karen Pryor, often seen in pet shops :)
I was also shown how to do a retrieve to hand for articles from the search square that I use, Anne Bussey showed me this on a course. Roughly speaking, you clicker train target the hand, (so dog's muzzle touches the hand when hand is presented with palm open) and you also clicker train the dog for picking up the dumbbell (or toy). (With clicker training the dog is allowed to drop the dumbbell when the owner clicks, sounds odd but works beautifully).
If the dog is then understanding the concept of being clicked and treated for picking up the dumbbell, you can then, very quickly before he/she drops it, put your open palm right in front of the muzzle as the dog is lifting the head from picking it up, and the dog should automatically target the hand with the dumbbell or toy

so the dog is actually pushing it into your hand

I hope my description makes sense!
Lindsay
x