Baby steps are right!
I also have a very stubborn golden. He was a real pill in the beginning.
Here is how you start. Forget about the long term goal for a moment and focus on the here and now. Your dog sits, but then gets up when he feels like it - that's not cool! Positive reinforcement is great, but it doesn't help to discourage unwanted behaviour. I'm a firm believe in working both sides of the coin - rewards for good behaviour, correction for unwanted behaviour.
Here are some exercises for you:
1. Get your dog a corrective collar if he doesn't already have one (also referred to as a choke chain, but don't be scared!). If you don't have a corrective collar/don't know how to use one, look up the proper way to put the collar on your dog. You can practice by putting it on your wrist. You want the collar to work with the dog on your left side (standard for training), so put the collar on your left wrist. You want the collar to tighten when you pull on it, but then loosen itself when you give it slack. That is how it should work on your dog's neck, too.
2. Once your dog has his corrective collar on, start with the dog sitting beside you. Always remember to give a command BEFORE you move so that your dog knows what to expect. If your dog gets up before you tell him to, give the leash a firm jerk. Make it quick and to the point - do NOT choke your dog, hang your dog, or yell at your dog. You are giving the dog a warning that he just messed up. You can tell him to sit again at first, but eventually you should be able to correct him without saying anything. You want to stay positive and keep the training exercise fun. If you stress out your dog, he won't want to spend training time with you at all.
3. When you're ready to go, give your dog his 'heel' command and start walking. If the dog walks ahead of you, quickly change direction without saying anything to your dog. Give the leash a corrective jerk if the dog does not follow your movement - do not stop to wait for him. Keep walking and bring him back to your side. Always make a lot of quick, sharp turns on your walks. If your dog gets distracted by looking at other things, change direction and give him a corrective pull. The idea behind this is to keep your dog's eyes on you. He'll know that you mean business. Do not let him put his nose to the ground - correct him and make him keep his head up. If he's sniffing around, he's not paying attention to you. Be sure to encourage your dog by giving him lots of praise for his good behaviour, and maybe even an occasional treat.
4. Once your dog is paying attention to you and is turning with you every time you change direction, you can work on having the dog sit. This one is a bit time consuming, but well worth it. As you are walking, randomly say, "Sit." Walk another couple of steps to give your dog a chance to process what you've said and then stop. He is to sit beside you - not in front of you, not behind you, not far away from you. If your dog does not sit, give the leash a sharp tug upwards. Do not repeat the command - he knows what you've told him to do. If he doesn't sit, hold the leash high and push down on his butt. When he finally parks, give him praise. Do not reprimand. If you get frustrated, take a break. You can wait for a count to ten or twenty, ensuring that your dog remains sitting. If he moves, do not give the sit command again - pull the leash up like before, and push down on his rump if necessary. Once your dog has stayed for your full count, tell him your 'heel' command and start walking. After a few steps, tell your dog to sit again. Repeat the above steps if he doesn't drop his butt immediately (but remember to give him a chance to process what you've said!). Keep doing this exercise until your dog automatically sits every time you stop. Even if he sits when you stop, continue to say "sit" so that he keeps the command fresh in his mind. Eventually, when he's fully obedient, you will be able to just use hand signals or not do anything at all - he'll just know what you want.
You might be wondering where I'm going with this - these are your baby steps. Once your dog realizes that he has to watch you, follow you, and listen to what you tell him to do, you can start focusing on the more difficult exercises. So once your dog has these exercises down perfectly, you can move on to this:
1. Walk with your dog, have him sit. Tell him to stay, and then take a step forward. If he walks forward with you, tell him, "No." Pull the leash up to make him sit again. Tell him to stay and take a step forward. Eventually he'll figure out what you want from him, and he'll stay put. Take a step back toward your dog. If he moves, lift the leash to correct him to stay sitting. Once he has this down, hold the leash above him (without pulling on the collar) and walk a full circle around your dog. He will get up and move with you for the first couple of times, but correct him. That is why you're holding the leash above him; if he moves, pull the leash up so that he sits again. Eventually, you will be able to walk around him with him moving.
Other exercises you can do are hopping toward your dog, scuffing your feet, etc. Correct your dog if he tries to move - after a while, he will stay where he is until you release him.
It is very important to practice for at least half an hour a day, every day, until your dog gets this down. Even after that, keep up with the training. You are teaching your dog to watch you and wait for your cues.
At long last, you can start to work on distance. As your dog gets better at his 'stay' command, and can sit for as long as you want without moving, you can start moving further and further away from him. You shouldn't go more than a couple steps away until you're at the point where your dog is 100% compliant with your commands. You should not be correcting your dog at all at this point. When he is being entirely obedient, you can start to put more distance between your and your dog. You can get 25 ft training leashes for the more separated exercises. If your dog messes up, do some training up close, and then try again when he is completely successful. Reward the good behaviour! Always keep your voice and actions positive, even when you are correcting your pup. Your commands can be firm with authority, but don't make them sound angry.
Hope this helps.