A dog's name is, perhaps, the single most important word that he will ever learn. Think of it this way, a dog lives in a sea of human sounds and, with only the language ability of a human two-year old, it has to decide which words are directed at it and which are not. Thus if you say to another family member, "I am going to come over and sit down on the sofa," how does the dog know whether the words "come," "sit" and "down" were meant as a command him?
Obviously, if you were looking directly into the dog's eyes and had his full attention the "come," "sit" or "down" would clearly be directed at him and he should know that you mean for him to respond. In the absence of that sort of body language, however, the dog's name becomes the key to his understanding. In effect, a dog's name becomes a signal which tells it that the next sounds that come out of it's master's mouth are supposed to have some impact on the his life and translates into something like, "This next message is for you."
This means that we should be precise when we are talking to the dog. Each time we want it to do something we should start off with it's name. That means that "Rover sit" is proper dog talk. On the other hand, "Sit, Rover," is not good grammar for a dog, since the command that you want the dog to respond to will have disappeared into the void before he has been alerted that the noises that you are making with your mouth are addressed to him. That means that when you say "Sit, Rover," since nothing meaningful follows his name you may well end up with a dog simply staring up at you with that "OK-now-that-you-have-my-attention,-what-do-you-want-me-to-do?" look that we all have seen so many times.