My Belgian Malinois, Coda, LOVES balls! She would rather play ball than chase cats, play with dogs, eat, sleep, or breathe. This obsession is extremely handy. I always encourage people to build the biggest ball (or tug, or frisbee) obsession in their dogs that they possibly can. Control the object of desire and you can control the dog's heart, mind, and strength. Here's how to bring out any latent ball-chasing tendencies in your dog:

Start Small

First, select The One Ball (and its clones) that you want the dog to fix on. Tennis balls work well, so long as you never let the dog chew on them. Health clubs have large tubs of bounce-impaired tennis balls for cheap or free. Chuck It balls are a little more durable and dense for better throwing weight.
Once you have a small stock of balls, embrace and radiate the idea that these aren't just cheap, slobbery tennis balls: these balls are very special and they belong to you. You keep them in a safe place and the dog gets to play with them only when you say so, and by your rules.When you are done playing, take your ball back to your hoarding spot. These extremely special balls are not to be left lying around. The dog should not be allowed to lie down and chew on them. Snatch up the ball if the dog ever drops it to go sniff something else. Occasionally, while your dog watches, take the special ball out of it's safe spot, talk to it excitedly, toss it from hand to hand, fuss over it like a baby kitten and return it carefully to its safe spot, all the while ignoring the dog. If the ball's whereabouts and movements are of vital interest to you, they will be interesting to your dog.

The majority of dogs will at least mouth a moving ball if tantalized with it, some will chase and pick up. If so, the dog is ready to move on to The Fetch. However, if your dog's attitude says he wouldn't touch that thing with a ten-foot stick, sit down for a fun training session to change your dog's perception of this amazing little orb. 

Except to initially attract your dog's attention and keep him interested, try not to clutter the training session with a lot of needless talk. You do not need (and for some dogs it is harmful) to say "no" or in anyway react negatively when your dog is not doing what you want. Just wait for him to get it right so you can reward.

  • Sit down in a boring room, grab a handful of tiny food treats in one hand, the ball in the other hand.
  • Wave the ball a little to draw the dog's attention to the hand. The instant he looks at the movement, mark/treat. The dog does not need to be familiar with a marker, in fact this is a good way to teach a marker. It doesn't have to be a long, thoughtful look, either, just that his head for 1/10 of a second was in the direction of the ball.
  • Slowly decreasing the amount of motion you use to draw his attention. If you miss marking a great Look, refrain from delivering a belated mark (more than 1 second after the desired behavior). If you accidentally mark some other movement, no big deal, just be sure to deliver the promised treat. Your errors will weed out along with the dog's. 
  • When the dog is deliberately turning his head to look at the ball, or has on his own begun nosing or mouthing the ball, raise the criteria from looking at the ball to interacting with the ball. Set the ball on your knee and wait, silently, for the dog to get impatient and poke or mouth it. Immediately mark/treat! Repeat several times, change hands, put the ball on the floor, between your knees, on another piece of furniture. Unless your dog is moving very slowly on this exercise, don't reward pawing. If the dog seems reluctant to but his face near the ball, it may raise his confidence to reward pawing once or twice but quickly move past that and wait for a nose poke.
  • At some point the dog will get excited about how easy and lucrative this job is and grab at the ball with his teeth. Mark/treat! This is your new criteria, stop marking pokes and only mark teeth-on-ball.
  • Start rolling the ball further away from you and wait to mark/treat until the dog has picked it up. He will most likely bring it at least a little ways towards you before dropping: encourage him to pick it up again. Mark while it is still in his mouth, DON'T mark dropping it. If he becomes possessive of the ball and wants to play keep-away, or take it off to sniff it, all the better. Praise him, laugh at him, and recover the ball when you can. If he will hold on to the ball long enough for you to give it a little tug in his mouth, praise him. You want to encourage a long "hold" and pleasure with having the ball in his teeth.
  • Once your sessions are starting with the dog obviously excited to see the ball and pouncing on it eagerly, phase out food and depend more on praise and tugging rewards. ALWAYS stop when your dog is still hyped about the game, be it two throws or fifteen.
  • Reward with praise and petting every time, reward with food only occasionally, and then not at all. You want to switch the dog into that slightly crazy chase instinct that will make him hold onto the ball for game purposes. The ball is your social medium with the dog. Bring the ball out when the dog is already excited about being let of his crate or seeing you after an absence to associate it with the high-energy mood. Give the dog lots of praise and attention while he's carrying it; ignore him if he drops it or tries to interact with you without it in his mouth.
Some dogs catch right on in one session but more inhibited dogs will take more time. My 7-y-o Akita mix didn't care to put anything in her mouth that wasn't manifestly edible, so it took her about 4 days to pick up a thrown ball. She was never enthusiastic about it. Some dogs just don't find chase games all that fun so don't be shocked if your dog lacks motivation to retrieve for you.
You can teach a generalized retrieve following the steps above, just don't go on to phasing out food and making it all about prey-behavior. Do the steps with a different object every time: pretty soon you'll be able to start out just pointing at the object you want picked up. Keep in mind most dogs greatly dislike picking up metal, as it reacts with their acidic saliva for an unpleasant "buzz". Use cloth, rubber, or plastic items for training.