When I tried the lying down commands with my Chloe, she looked at me as I were nuts, but she did it. She only had trouble with the "Sit" from the "down" position.
And Spoiled, Carina is right about the tug. This is my pit bull's favorite game in the world, and she tugs like mad and growls ferociously while doing it.
As long as you start and end the game, it's fine. My dog has a very good "Out!" and will instantly release anything she has in her mouth. I periodically give this command during our tug games, and the instant she releases, the game continues.
Since my dog is very submissive and soft, I occasionally let her win too. If she had a harder temperament, or challenged me, I would not let her win.