It's never too late to train your chickens! In my experience they're actually MORE trainable than dogs - they catch on quickly, and they're INCREDIBLY smart. I've trained full-grown chickens to ride my bike with me ( don't worry - every chicken I work with is harness trained right-off so they're comfortable in a harness, and I hook a leash to them so they're safe on the bike ).
Here are some videos on chicken training:
link <-- This is the account of two people who took part in a "chicken training course" that's taught by a guy who trains dog trainers.
link <-- This is a poorly-made video with annoying music, but it shows more of the stuff that was done at this "chicken camp". This is the same group as the afore mentioned.
link <-- A lady shows you the steps that she took to train her chickens to jump up to her.
link <-- My personal favourite, a chicken agility course. The reason I love this one is because of the coordination and creative thinking this chicken shows. It knocks over the pins and spool-things that she's supposed to, but she does it with her feet and tail as well as pecking at them - all in her natural course of movement, too!
Although almost all of the chickens shown in these videos are leghorns, they are NOT the "most intelligent" breed of chicken - they're just the most attainable. I've worked with MANY different breeds of all different ages ( from day old chicks to ten year old hens ), and even turkeys, peacocks, and crows. Someone had an extremely human-aggressive rooster that they wanted gone, and I was able to walk in, pick him up, and within about a week of working with him, he was sleeping at the foot of my bed in a cat carrier. He felt safer in the carrier than in the open - when not in the carrier, he'd jump at the tiniest intrusion and crow to alert me of the danger. All roosters who have lived with me have been broken of crowing - for the mots part. Bowser crows now and then when I haven't been paying enough attention to the group, but crowing is a sign of dominance or distress, which means calm and submissive chickens that feel safe in their environment have no reason to crow!
I also have a link in my signature to my blog which is, more or less, "How to Train Your Chicken". If you have any specific questions, I'll be more than happy to answer Emails. I hope this has helped.