Once your shoulder has already calmed down from the damage caused by dislocation then internal and external shoulder rotations are a good starting point. Basically, you keep your elbow at your side all the time and have your forearm at 90 degrees to your upper arm, which is inline with your torso (like holding a ski pole) and rotate your forearm in or out. You can use a cable weight machine for this, or physio bands (like a big rubber band) or similar for loading.
Another exercise I like can be best described as like drawing a sword. You'll need a cable machine for this and you start with the handle at waist height and on the opposite side to the arm your using. Then raise your arm diagonally across your body till your arm is fully extended up and to your side.
To be honest, you'd probably be best going to see a physio to get a training program to help you out. Generally bulking up you shoulders will help, as will padding, but once you've dislocated your shoulder it will keep getting easier to do it again. ON the plus side, it doesn't hurt a much the more you do it.
I learnt how to put it back in myself which, I felt, saved me a lot of pain waiting for a Doc to do it. However, if you mess it up you can mess yourself up even more so I wouldn't recommend learning how to do this and trying it unless it starts to happen regularly.