Hey,
I started exercising to gain muscle and improve my posture. It's still not perfect but it is a lot better than it used to be. Didn't do a lot of research before hand just made the effort to make it out to the gym 3-4 times a week.
Before I started working out, I tried just standing straight w/ shoulders rolled back and it was very difficult. Your body constantly forgets and you resume bad posture. My shoulders would get tired and my neck would hurt leading to headaches sometimes. Going to the gym really helped improve the situation.
What helped for me was concentrating back and power-lifting exercises, although I would also hit all other major muscle groups. In terms of powerlifting I do squats, dead-lifts, and bent over rows. Other back exercises include lat-pulldowns, rows, and pullups. Make sure you are doing these with good form and it will teach your body to keep your shoulders back.
Make sure to stretch after your workouts, in particular your chest. Search how to stretch your chest in Google and hit the first link at eHow.
Also, you will have to become a bit self-conscious about your posture so you can constantly remind yourself to stand straight. Eventually it will become much more natural. Make sure you look-up how to actually stand straight as well, so you know you are doing it correctly. Just rolling your shoulders isn't the solution, you have to bring your neck back. A good tip that helped was being conscious of your palms. If they are facing to the back your shoulders are rolled forward. If they are facing inward to your sides you are standing with better posture.
Definitely the working out was the key piece of the puzzle for me; so make a solid effort on that and it should work out for you.
