Thrower's Ten:
http://www.asmi.org/SportsMed/media/thrower10.swf (flash movie)
http://www.asmi.org/SportsMed/throwing/thrower10.PDF (Adobe PDF)
These programs are highly recommended by various baseball doctors, including Dr. Frank Jobe and Dr. James Andrews. I have been doing them for years with five pound weights and SPRI bands of varying degrees of resistance. They definitely help strengthen your rotator cuff in both prehab and rehab situations.
I would also recommend the scapular exercises on T-Nation for related exercises that you can do with small weights, available here:
http://www.t-nation.com/findArticle....7-016-training