Military presses are my preferred exercise for the shoulders. Overhead pressing was once a benchmark of upper body strength but now days too few of trainees do them. They have gotten a bad rap in the training community which I find to be a lot of BS. If you have chronic shoulder problems it may be wise to avoid them, just as it would be wise to avoid almost any pressing movement. If you have occassional shoulder soreness, is wiser to figure out what is hurting your shoulders. It is quite possible some other exercise you perform is actually the culprit as the shoulder is incredible complex. In my case I was irritating my shoulders via incline curls. The stretch was great for the biceps but terrible for my shoulders. I have now permanently removed that exercise and experience 0 shoulder issues.
Back to this exercise. In the video I am performing military presses from a slight incline as this helps me stay a bit more stable. This is also among the only exercises I recommend performing on a Smith Machine as the bar is meant to go straight up and down which is all you can do on the smith. I use a strap across my chest to further secure my body while I perform the movement. I am also using chains for a more dynamic feel which will help with explosion.
Note: Chains are fairly advanced and not something beginners or even intermediate lifters need to bother with.
If your bench press has stagnated military presses will help you get over a sticking point. Getting a bunch of weight from the ground to over your head is a primary feat of strength. Building up your overhead press is a big part of that. If you are use to benching, but have not actually performed military presses with a barbell, you will likely be humbled depending on your shoulder strength. Start light until you get the movement down, then over time your strength on these will increase very quickly.
