when you want to use a toy for training, it is best to never let them have that toy to play with around the house - the toy should be very high demand, and something they REALLY want, and it should be used only during training.
for instance -- if we are heeling.
i set us up, get attention, we take off. i get nice attention, we get a few steps down, dog has been in perfect position, eyes on me, i click and out comes the toy!
i dont recommend using toys that dont involve you - things that get thrown can be hard beacuse the dog runs off and doesnt NEED you in the end. i use toys that involve the handler - a tug, a frisbee to tug on, balls on ropes -- right after that click, YES!!! out comes the fleecey and she gets a brief (5 or so seconds) of hard tugging and is happy and then she outs and we start working again.
the toy is only out during training, and its only brought out by me for rewards you get your high desire toy by completing things that are less fun, but a necessary precursor to said awesomeness.
its the premack principle.