My DS started following directions around 8 1/2 months, about the same time he started signing back to us. I was so amazed by it that I've been asking him to do all sorts of things since then--most of them he doesn't do, of course, but I'm still amazed at how many he will do, and there are new ones all the time. Now at 11 1/2 months, the directions he follows are starting to become more "useful". Yesterday we started working on him taking his dirty clothes to a little basket on the floor...so far, he's two for two on that request. Also, it's really helpful that he understands what signing is and will usually respond to "Can you sign _____?", because now I can sometimes confirm what a sign is when it doesn't look much like the "real" sign yet. "Come here," is a great one, too, because he usually grins and crawls over to me like he's so excited to come to me.
I think a lot of it comes down to thinking to ask them to do things enough times that you hit upon things they understand and want to/are willing to do. It's easy to underestimate how much they understand. I still do it, despite being extra aware from signing with him so much. I'm guessing modeling the actions with language like you mentioned doing also helps. I'm glad he signs, because it cuts down on the endless conversations where I'd play both parts! But the big thing is he has to feel like doing whatever it is, and if he doesn't, we move on right away.