Shoulders, as opposed to other muscle groups which grow via a few main compound movements and heavy lifting, need a lot of everything. Why? Because different areas of the delt respond better to different types of stimulation.
Rear delts respond best to high reps and a lot of time under tension. But to get thick, dense, and beefy front and middle delts, you'll have to do some heavy military or behind the neck pressing.
There are two main keys to building shoulders: The first is variety (hitting different angles); the second is time under tension. The actual weight you lift here plays a secondary role when it comes to shoulders.
I'm not saying you have to be shoulder pressing with 5-pound dumbbells, but super-controlled movement with perfect technique will go a long way. What I like to do, as someone who hates high reps, is combine triple sets or giant sets with different angles, tempos, and exercises.
For example, start with a heavy military press. Do the first half of the set stopping just under your ears and pause there for 2-3 seconds. Do the second half with a normal smooth pace. Then do two variations of lateral raises – one leaning away and one standing upright to hit it from two different angles.
To finish up, do a rear delt exercise for high reps, focusing on a squeeze. Hold it at peak contraction for 2-3 seconds on each rep for the first half of the set. You can take this same idea and change it around for your preferences. The options are endless.