The precise methods you use will depend on the dog you have, and every dog is different. The activities which are challenging for your pup are the ones you want to work on as soon and as much as possible.
Dogs are going to be dogs. They were born to bark, dig, chew, jump and chase. Trying to stop your dog from doing these behavior altogether would not only be impossible, it would be cruel and unfair. Instead it is our responsibility to train them when and where these activities are appropriate. Once it’s on cue, it’s no longer a problem.