I've never been a fan of that with horses. I've always taught my horses to speed up or slow down with extremely light changes in posture, pressure, etc. All I have to do to speed up my horses is lean forward a teeny bit and squeeze with my legs a hair harder than enough to hold on. To slow down, I'll sit deeper in the saddle just a bit, and to stop I'll sit deep and rotate my tailbone just slightly. They are also trained on vocal commands--a smooch to speed up, an "easy" to slow down, and a "ho/whoa" to stop. The vocals are used on the ground for lunging, etc, but I don't teach actual gait commands. Just a personal preference.
Anywho, as dogs go, I teach mine just, "hurry" and "easy." You could probably easily teach gaits though. Seems like the easiest way to start would just be on-leash. "Walk" and off you go, speed up just a bit with a vocal command, and so on.