You can do both internal and external rotator cuffs in a variety of manners.
You can do it lieing down on your side with light weights as shown in Eric Horst's "Conditioning for Climbing". It can also be shown here: http://www.bodyresults.com/e2rotatorcuff.asp
I find it better to do with either a thera-band or a machine whereyou are standing at a slight diagnal from the line of force. Stand with your arms at your side with the arm bent at 90 degrees with a towel tucked between your side and your elbow (to maintain proper position of the arm) you will rotate the arm from about 30degrees from fully open, rotating it until your fist hits your stomach (internal rotation). External rotation uses force applied in the opposite direction.
Another description is shown here http://www.shoulder-pain-management.com ... cises.html
Its easiest to describe in a video for which try: http://www.youtube.com/watch?v=23s4w6OfhuQ
As most websites say, most people will start the strengthening after an injury. Climbing is such a shoulder intensive activity with large amounts of forces being transferred from the arms and back that the stability of the shoulder is paramount. I do these strengthening year round
Also most climbers look like gorilla's with the shoulders pulled forward. Bad form and hard on the shoulder socket and the muscle attachments. Myself, I do stretching (one of the few stretches I actually do) where I lie on my back on a stability pad (like I use o work onmy knee strength) and pull my elbows to the floor.
I also do one arm rows which if you need more info I can find.