Sit-To teach sit, it is fairly simple. My method of choice is luring. It is fast, simple, and works for many many dogs.
When teaching sit, find a quiet place in your house. Be prepared with many good treats. Now, place the treat in front of the dog's nose. Push the treat backwards and over the dog's nose. If you do this correctly, the dog's head should higher, and his butt lower. When the dog's butt hits the ground, give him the treat and lots of praise. Continue this until the dog willing sits without you having to do a "forced lure". Once your dog starts to know what that signal is(treat in hand, raising the treat over the nose), you can begin to put it on cue. Now, command "Sit" just as the dog's butt hits for the floor. Treat and praise. Once your dog is learning to sit on command, it is very important to take away the treats. Not entirely, but stop delivering the treats EVERY time. Instead, do it every other sit. Then start doing it every 3-4 sits. Hey, make it random!
But, remember, dogs do not generalize well. Once you have taught your dog to sit in that quiet room, take it to a larger, more active room in your house. Don't be discouraged if the dog seems to forget everything it has learned. That is completely normal. Just go back, re-train it, and stay positive. And again, once your dog can sit in this environment, move onto a new environment. Re-teach it there. Generalzing and proofing the sit is very important.
To teach roll-over and play dead, your puppy first must learn "down".
Down-To teach down, I also use a lure. I put the dog into a sit, and use the lure in front of the dog's nose and pull it towards the floor. Hopefully, your puppy will go down very easily in order to try to get that treat. If she does, give the treat right away. Do this several times until the dog learns to follow your hand as the lure. Now take the treat away, and use your hand alone as the lure. If the puppy follows your hand to go down, THEN reach back for the treat! (Very important to start taking the treats away. You need a dog that will listen to you without a treat in your hand.) If your puppy is now following your hand as a lure into the down position, start putting it on cue. As the dog's front elbows hit the grownd, say "down!" in a happy voice, and give a treat.
Now, once your puppy has learned the "down", you can teach roll over. To teach roll over, I also use a lure. I place the dog into a down, and I hold the treat in front of the dog's nose. I then move the treat over the dog's head towards the side. This should make your puppy's head roll towards the side, and hopefully its body will follow to get the treat.