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I can get great pump in front and rear delts, but I never feel anything in side delts. The same goes for soreness - I'm always nice and sore in my delts except on the sides, where I could really use some extra mass. What's up with that?
You can do military press and other effective pressing movements to hit the anterior (front) delts, and you can do heavy rowing movements to hit the posterior (rear) delts. This is partially because these are multi-joint exercises that allows you to use more weight. Granted, the other muscles "steal" some of the stress, but as evidenced by your pump and soreness enough of the benefit reaches the delt to make it worthwhile.
Medial (side) delts, on the other hand, are not that easy. Some exercises, such as Arnold-presses, gets some stress onto the medial delts, but you're mostly stuck with variations of lateral raises where you can use only a fraction of the weight you do military presses with. Still, odd as it may sound, the key to getting your medial delts up to par may actually be to cut down the weight.
It's counterintuitive, but since you're already frustrated by your slow progress chances are you're already using too much weight. If you use too much weight in an exercises like lateral raises, you must sacrifice good form. In this case that means the traps kick in, which are very strong and could easily lift the entire weight by itself.
Unfortunately, once you've compromised form, it's very hard to get the traps to hold back and let the delts do the heavy work - instead, the delts go for a free ride on the back of the traps, leaving you with little benefit.
However, if you cut down the weight to the point where the delt can handle the weight all by itself, you will soon be on track to progress again. The key is to not let the tiny dumbbell get to you - focus on keeping the tension in the delt and off the trap at points throughout the groove, and don't let any part of your upper body except the arm you're training move at all.
The second you start shrugging up your shoulders against your ears you're off the path to success, so stand relaxed, balanced and still at all times. Over time, as you get stronger, you can gradually move up to heavier weights without losing the "feel" for isolating medial delts.
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