We aim for our dogs to be focused on us in training sessions; a high rate of reinforcement and an appropriate level of challenge help to achieve that, as does careful observation of a dog's body language. We can also find “teachable moments” in everyday activities outside of structured training sessions, because we can control life rewards—toys, the dinner bowl, access to the couch, opening the door—stuff our dogs really want. These moments can be used to provide powerful reinforcement for a cue, and can teach self-control at the same time.
Ask for a sit before you throw the ball, mark the sit with a verbal “click” such as the word “Yes!” and throw the ball. The opportunity to chase the ball reinforces the response to the “sit” cue. Practice sit, down, recall, or other cues before you play with a toy, before you feed a meal, before you pick up your small dog, before you invite the dog to sit on the couch—there are many possibilities for using life rewards to reinforce training. You don't have to use them all the time, but be aware of the ways you can reinforce the behavior you want in your dog.