I live with two Japanese dogs, which are considered more challenging than most, and I can't exactly say I've used any special tricks other than simply finding out what motivates them and using that to excite them.
Tojo loves food and tennis balls and he gets super extremely excited by the clicker to the point where he will whine and scream if he knows I'm using the clicker and he can't get to me. Naturally, the clicker had to be loaded, but he did respond better to it than Rakka. She likes the clicker, too, just Tojo just really took to it. He likes learning tricks and especially agility type things. He really likes climbing/jumping and being up high, so agility is natural for him and he loves to do stuff like that.
Rakka on the other hand likes physical contact. She loves to be pet and wrestled with, so this is the greatest reward I can give her. She likes treats, too, but gets the most excited when she's working for being touched. She even likes having her face squished up or her ears played with, she just likes being touched.
Anyway, point being, I really just tried to find out what they liked and went with that. I haven't been doing much training or activity lately because I have a pregnancy-related condition that makes walking very painful, so all that kind of stuff is on hold for now, but when I've recovered, I plan on getting Tojo heavily into agility and Rakka into obedience. My goal with both of them is really just to discover what they enjoy doing and enjoy it with them. I would also absolutely love to get Rakka into lure coursing, because I just know she would enjoy it (she IS a sighthound after all), but unfortunately, there aren't any lure coursing clubs around here, so I'd have to buy my own equipment, which is hundreds of dollars. I do have enough space to set up a lure course, so I probably will someday.
Anyway... my suggestion would just be to try a bunch of different things to see what makes them the most excited. Although, like agilebasenji said, I will never be as exciting as a rabbit running away, so I don't bother trying to compete with rabbits and the like. Maybe someday I'll get there (doubt it), but for now I just don't set myself up for failure.
Oh yeah, a note on punishing stubborn dogs, I'm not of the school of thought that dogs should never be punished (I know a few people believe this). I think it's okay to punish them as long as you don't set yourself up as their enemy. If that you're not on their side, so to speak, they will definitely dig their heals in. Different punishments work for different dogs. A squirt bottle works well for my pups. Most of Rakka's bad behaviour stems from her impulsiveness and pushiness, so timeouts work for her, which I don't really view as punishments so much as just a way to remove her from the situation and give her time to settle down and gain more self control.
Anyway, I'm not terribly experienced or anything, those are just my thoughts.
Heidi and crew: Tojo (shiba inu), Rakka (shikoku), Skella, (icelandic sheepdog), Hester and Ridley (cats)