Free walk: I used to have the exact same problem!
The general idea behind free walking, is that when you give your horse longer reins, it should follow your hand, because that means he is accepting your hand and is riding in a relaxed way.
Everytime you give him longer reins, and he doesn't take them on, he will stick his head up with whatever you do, because that is his way of escaping you. So what you really should work on is the contact between your hand and his mouth, and the acceptance of your leg.
Make sure your entire arm and rein is like one line. Don't stick your elbows out, dont bend your wrists, it should all feel naturally connected.
Ride a lot of little circles, but don't just pull his head over, push his inner hindleg under the saddle, so he really starts carrying himself. Make sure you keep your outer hindleg a bit back, so he can't escape by turning his backhand outwards.
So really try turning him with your legs rather than with your arms. With your outer rein, you should keep solid contact but dont tilt your hand over his back, keep it in a straight line. The inner rein you should "open" a bit, and keep a bit more loose contact. Everytime you give a sign with your inner leg to get his backhand to carry himself more, you should make a stronger contact with your inner hand, and when he lets go and "gives" himself, immediately respond by rewarding him and giving your hand a bit. (Don't lose the contact though! Just lessen it from strong to normal.)
Be carefull not to only work on one way of turning, because that might cause his outer rein to get "stuck" and you ride him out of balance that way.
So do a lot of 10m circles, and little S-shapes.
When he accepts your hand you should feel that when you give a sign with your legs (small contact) and let the reins slip a bit longer, he follows your hand. It is, in my experience, easiest when you try this on a big circle, so he is in a bit of a "bent" line. Whenever he sticks his head up again, drive him with the inner leg, keep him under you with your outer leg a bit backwards, and ask with your inner hand. Just take on your inner rein for a second and let go, if he still doesn't follow take the rein on again and let go. If you have to try it more than 3 times, go back to the basic work on the small circles and work on getting him to accept your hand more.
When he really is accepting your hand, it shouldn't matter what rythm of walk you ask him. The natural respons of him should be when he feels your leg, to go forward and follow your hand. When he doesn't follow your hand, he is not accepting your hand, and go back to the little-circle work =)
Working trot and working canter:This is actually exact the same problem you have with the free walk. Your horse doesn't follow, accept your hand.
So work on the little circles, bend your horse.
What also might help are a lot of walk-trot and trot-walk transitions (?)
Prepare these transitions very well, if he's not prepared, don't give the command.
For the walk-trot transition:
warn your horse a command will follow, activate his walk by slightly putting pressure with your legs, "embrace" your horse with your legs, play a bit with your reins and make sure he doesn't fight your hand. (If he does, ride really small circles (6m) and drive him under you, ask with your hand till he gives himself)
When he is ready, you should only have to give the command with your legs and he should go into an active trot without fighting your hand. If he fights your hand during the transition, next time, be prepared for it and give resistance with your hand (strong resistance) while driving him forward. When he slows down due to the resistance, give strong leg (you can use a spur or dressagewhip) and keep the resistance till he gives in.
For the trot-walk transition:
Make sure your horse is accepting your hand, if he doesn't, make little circles. Stay in the saddle and work against his movement. Keep his trot active but shorten the steps he takes, so he starts dancing on the spot. Keep checking if he accepts your hand in the meanwhile. Then give a firm command to walk by using your legs and don't pull the reins but play with them a little in the same accepting contact.
During the transitions, your horse should always stand "sharp". Meaning when you give a command, he should immediatly react. If he doesn't react quick enough, use the spur or whip once strongly so he doesn't do it next time. Better to take the problem on very strict and consequent than to ignore it and see it get worse and worse...
Generally the best exercise might be:
Trot at A, little circle of 10 at B, transition to walk at M, trot at C, little circle at E, walk at K, trot at A and repeat over and over in both directions.
stare *sigh* It really is hard explaining when I can't draw a picture or show you... I hope you understand what I am trying to say more or less?
Greets,
Ciantah
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