Teaching Tricks
There isn't really any difference between 'teaching tricks' and teaching all the things that we usually require our horses to do. The horse cannot know the difference can it?
If I teach my horse to back up that is great, but it's still only something I want him to do on request.
I know I'm repeating myself but I would definately reccomend you have a look at clicker training. It takes the guess work out of it for the horse. say if I am using a carrott to teach my horse to back up then chances are that before I can give him the treat he has stopped backing, which isn't what I want him to learn, if I use my clicker I can tell him that he's doing the right thing as he's doing it.
The first thing to start with using the clicker is to click and give a treat (start in stable away from other horses and distractions) and continue with very small treats after each click untill your pony is looking for the treat when you have clicked. BUT do not click and reward if he is mugging you, he will quickly learn that he only gets a click which is your promise that he is going to get a treat if he is polite. the click then lets him know when he is doing the right thing, it's important that you click while he's doing what you want, not when he's stopped doing it!
When he has made the connection between click and treat (I use a slice of carrott, a polo, or a couple of pasture nuts out of his normal ration) then you can start asking for something from him, the usual thing to start with is getting him to touch a 'target' with his nose, (I used a grooming brush)
Keep sessions short, say 5 or 10 minutes, only reward what you want but when teaching something start by rewarding anything approaching what you want, in the case of touching a target make it easy by holding the target where he may touch it out of curiosity or by accident, if that doesn't happen reward with a click followed by a treat if he looks in the right direction and build on that. Never reward pushy behaviour or anything you don't want at that time. If you make a mistake with your timing and accidently reward the wrong behaviour then don't give the treat just pause for a few seconds and start again. Also try to ignore any unwanted behaviour, don't punish.
Just to give you an idea about what I have been up to with my little fella

I have taught him to pick up and hold up his feet to the command 'pick up' and a light touch to the back of his cannon bone, and before I started he was difficult to persuade to pick up his feet at all. He will back up on command, stand still, lower his head, let me handle his ears, lead politely and keep pace and place next to me, and free school, by which I mean walk trot and canter around me in the arena as if he was on the lunge but with no lunge line.
I have never had so much fun
And my horsie loves working too!!!
So much so that someone described him as a model citizen!!! a bit of a shock as when I got him he was a pain in the behind to handle on the ground.