The 1-2-3-4 excercise is always good. Start at a slow speed paying meticulous attention to keeping each finger in proper position. Eventually they'll become pretty independent. A while ago, my pinky shot up way up high whenever I wasn't using it. It was so bad, that the only way I could trian it not to do it was to actually hold it against the fretboard with my right hand as I pretended to play with the other fingers! It was pretty harsh but it worked because now all my fingers stay close to the fretboard.

Once you have the 1-2-3-4 excercise down, try some variations like 1-3-2-4, 4-2-3-1, 4-3-2-1-2-3-4, etc. And do this on all the strings.