I have - and still do. I've 3 labs and all of them have been trained to pick up. I only actually work one of them at the moment, we work as pickers up during the shooting season. I don't beat with them because I think there's an entirely different set of skills needed.
When I started, I found a trainer and took my pup (about 5 months old). We immediately started learning to be steady, to walk to heel off lead with perfection, recall to the whistle (again with perfection) and simple short seen retrieves and of course a correct delivery.
We moved on to directional control (left, right, get on and back) and hand signals, the stop whistle and so on.
And then onto jumping on command, many blind retrieves, ongoing stop whistle, and the entire set of commands in the water.
This has been done using a combination of dummies, dummies with rabbit skin covers, dummies with wings wrapped around them and cold game.
The dogs absolutely love it - and it has produced 3 rock solid dogs who can be taken anywhere and are always under complete control. I also love doing it; for me there's nothing in the world as rewarding as actually working with my dogs.