First, a dead (frozen - partially thawed) pigeon. Then a live wing clipped pigeon - clip the flight feathers on one wing, wave it around right in front of the dog to get it excited - then give the pigeon a toss (10' or so) and let the dog go have fun.

Personally, I'd never use a cock pheasant for bird introduction - a live cock pheasant is quite likely to fight back and spur the dog -- and if that happens, the dog will "blink" on pheasants forever.

If you join a good Dog Club, they should always have access to birds, which most of the time you can purchase at (or slightly above) club cost.