So I would definitely start slowly exposing him to things and noises that make him spook with you on the ground, where you are much safer. Ask him to approach the scary object, or make the scary noise (you can get recordings of dogs barking) and when he calms down, take it away as a reward. Reward the slightest try, such as him taking a single step in the general direction, so that he knows what you're asking of him - if you keep pushing when he starts to do the right thing, he won't understand, and won't be motivated to continue.
Beforehand, however, I would make sure that he knows basic ground work such as backing up and yielding the hindquarters, because if he gets scared he might try to run you over to get away from the scary thing. If he respects you you will be safer and he will trust you more, which will make him more compelled to explore the scary object.
Sometimes, when he's doing really well, it's tempting to want to keep urging him closer and closer to the object but remember that if he's doing well, the best thing to do would be to ask him to retreat. This way, retreating is your idea. Always make sure to end on a good note, and then pick it up again later - consistency, not length of session, is key.
When you've earned his respect and he's safer on the ground, you can transfer this idea under saddle. Also, encourage him to want to explore scary things by asking him to work away from them and letting him rest near/on top of them (tarps, wooden blocks, etc). Often, the motivation to rest is stronger than the horses' actual fear, espec. Once they trust you!
But never be afraid to get off if a situation is dangerous and lead him past it! (Therefore, make sure he stands nice and still for mounting!) You're always safer on the ground and horses feel better with you next to them rather than on top. Having to get off is not "losing," it's training, especially if you get your horse past the scary thing in the end.
Oh, and also, once you introduce a horse to a scary thing, make sure you feel up to dealing with your horse's reaction. For example, never try to get him over a stream, and then give up if he intimidates you - persevere until you get it (and if you feel unsafe, go get help). Even if "getting it" is just him putting a foot in, and then quit. Horses have GREAT memories and once they "win" once, they will never forget, and if might seem like no big deal to a human, but some will let the stubbornness even overcome their fear! Always end on a good note.
If you need anything clarified, let me know! Also, if anyone else has any other ideas, let me know too! Spookiness is an incredibly common problem and there are many ways to approach it. Vocal commands and reassurance are great, but often not enough for some horses (at least, that's what I've found)...