I've never done it, but I do have a dvd that is all about doing it, with lots of action. It's most effective during the denning season, for obvious reasons. They don't use just your ordinary house dog, and they usually use a pair of dogs.
It's pretty amazing watching dogs work the coyotes, and eventually luring the coyotes back to the handler/shooter. I would like to see it done first hand, maybe some day.