Spiraling in and out of a circle, serpentines (15-20m loops), transitions on a large circle (20m), forward and back on a large circle.
As far as for leg yeilding, all it really does is help to begin the lateral aid connection (inside leg - outside rein), make sure you are keeping the neck coming straight out of the shoulders, keep the shoulder "leading" by keeping your outside leg back and use more outside rein than inside rein, try to keep very minimal flexion.
Once your horse gets this down, very good bending exercises to begin working on are shoulder in and travers. Start in the walk and don't ask for even three tracks of angle. Remember that in the shoulder in, they haunches stay traveling straight (the hind legs do not cross) and in the travers the forehand stays straight (the front legs do not cross and the ears stay pointing straight ahead).
Keep working under an instructor and hopefully they will be able to keep you doing these exercises correctly.