A Cue is a short, quick word or two to get an athlete doing the right thing without having to over think things. Cues should be short and sweet. Do you see an athlete rounding their back while performing a deadlift? Using a cue such as "Flat Back" may be enough. If not, try "But back, chest up". Still no change? Now it's time to step in and do some more in-depth coaching.
Cues should illicit an immediate response from the athlete. If there is not an immediate change then try a different cue immediately. Using the same cue over and over is not acceptable. If it didn't work the first time then why would it work the second or third time you say it?
I don't like stopping an athlete in the middle of a set, or in the middle of a workout. Sometimes stopping an athlete is necessary. If the athlete's safety is in question, and cues aren't fixing the problem, you must stop an athlete. Some further explanation of the movement and what you are trying to accomplish may be enough to fix the problem. If not, taking weight off the bar, or scaling the movement may be necessary.
It is also important that an athlete understands why you were asking them to do something while performing a certain movement. I often see athletes performing pullups or muscle-ups with their head tucked down, looking at the floor. I will give them the cue "look up". The reason for this cue is to get the athlete's head in a neutral position. After the workout I try to explain this to the athlete. Explain to them why you want their head in a certain position and why the other position may not be ideal. Making sure the athlete understands why you are yelling certain things at them during their workouts is very important so they won't continue making the same mistakes in the gym.