The month of January has been designated National Dog Training Month by the Association of Pet Dog Trainers. They recognize how important it is to train your dog in the basic behaviors. Not only will training make him more polite around people and other dogs, but it will keep him safe.
There are several places you can get good training. Most shelters offer programs or can recommend them. Petco and PetSmart offer dog training and there are several professional dog trainers around that offer group training classes or one on one sessions.
There are also a variety of programs. There are puppy classes for new pups that have had their vaccinations and are ready to learn how to be polite, obedient and friendly dogs. There are programs designed for shy dogs, aggressive dogs, dogs that need leash walking techniques, as well as the Canine Good Citizen training which I think almost ALL dogs should be exposed to.
There are also training programs for agility, flyball, surfing, and other fun opportunities to get your dog involved in. Training should ALWAYS be positive. Your dog learns better when he is happy and comfortable with the training, not terrified of making a mistake.
No matter how well-behaved your dog already is, there is always something new to teach him or to reinforce. Dogs love to learn. It challenges them and gives them special time with you, their beloved dog parent.
So go for it. Find a good program for the two of you to share. Both you and your dog will be better off for having done it.