A tool that has been invaluable in training Gizmo is what's commonly called a "clicker". It's a very simple device, but in my opinion it's the most important training tool you can buy. They're usually of fairly simple construction; a plastic casing with a flexible piece of metal inside it that makes a very distinct "CLICK" noise when you apply pressure with your thumb.
The goal of the clicker is to enable you to reward the correct behavior the exact instant that the fox does it, instead of delaying while you fumble with your treat bag. By the time you get the treat out, your fox may have moved on to doing something else, and will be confused as to exactly what behavior you're rewarding.
There are some fancier designs, but most training clickers look roughly like this:
I'm not going to delve too deeply into behavioral theory and WHY the clicker works--there are countless books and web pages on that subject already. I'm simply going to provide a crash-course here in how to use it effectively.
Step #1: Training Yourself
I've had good luck with clicker-training Gizmo, but you have to get the timing EXACT or he just doesn't get it. So far, he's been a lot more sensitive to time than my cats or my dog was when I was training them.
Before you start clicker-training your fox, work on your reaction time. I suggest that (somewhere out of earshot of the fox) you have a friend start throwing a tennis ball up in the air and catching it. See if you can time your click RIGHT as the ball hits it's highest point and before it starts down.
I did this ten minutes a day for a week straight, and it really did wonders for my timing. I highly recommend that you don't skip this step--it will make training much easier later on.
Step #2: Conditioning the Fox
Now it's time to teach your fox that click = treat. Sit your (preferably hungry) fox down in front of you with the clicker and the bag of treats. Offer it a treat. The instant before it's got the treat in it's mouth, click the clicker.
Repeat this many times: Click, treat. Click treat. Click treat. At first it's important to click the instant the fox gets the treat, but after a few sessions you can gradually increase the time between the click and the treat.
Do a few sessions of this a day, for maybe three days. By the end of it, the instant you click the clicker, the fox should be looking to you for a treat. Now you're ready to begin serious trick training.
If you're teaching a fox to sit, click the clicker the instant his rump hits the ground. If you're teaching him to shake, click when he puts his paw in your hand, etc. Basically, the click comes to mean "That's exactly what I wanted! I'm going to give you a treat!"--it's an instant reward.
Important Note: For this to be effective, the clicker must NEVER lie. Even if you click for the wrong thing, give your fox a treat anyway.