Here's another demonstration (CDF, v9 but works with lower versions) I use in class:
Manipulate[ With[{P0 = ρ (Sin[ϕ] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[ϕ]}), $θColor = Red, $ϕColor = Darker[Blue], $ρColor = Brown}, Graphics3D[{ {PointSize[Medium], Point[P0], Line[{{0, 0, 0}, #} & /@ (3 IdentityMatrix[3])], Opacity[0.3], Line[{{0, 0, 0}, #} & /@ (-3 IdentityMatrix[3])]}, { {Opacity[0.3], EdgeForm[Directive[Thickness[Medium], Opacity[0.3]]], Polygon[{{0, 0, 0}, P0, {P0[[1]], P0[[2]], 0}}], $θColor, EdgeForm[ Directive[Thickness[Medium], If[Δρ == 0 && Δϕ == 0 && Δθ == 0, Opacity[1], Opacity[0.3]], $θColor]], Polygon[Append[ Table[0.3 {Cos[t], Sin[t], 0}, {t, Append[Range[0, θ, 0.05], θ]}], {0, 0, 0}]], $ϕColor, EdgeForm[ Directive[Thickness[Medium], If[Δρ == 0 && Δϕ == 0 && Δθ == 0, Opacity[1], Opacity[0.3]], $ϕColor]], Polygon[Append[ Table[0.5 (Sin[t] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[t]}), {t, Append[Range[0, ϕ, 0.05], ϕ]}], {0, 0, 0}]]}, Line[{{P0, {0, 0, P0[[3]]}}, {{P0[[1]], P0[[2]], 0}, {P0[[1]], 0, 0}}, {{P0[[1]], P0[[2]], 0}, {0, P0[[2]], 0}}}], Point[DiagonalMatrix[P0]] }, Which[ Δρ == 0 && Δϕ == 0 && Δθ == 0, { Thick, $ρColor, Line[{{0, 0, 0}, P0}] }, Δρ == 0 && Δϕ == 0(*&&Δθ>0*), { First@ ParametricPlot3D[ρ (Sin[ϕ] {Cos[t], Sin[t], 0} + {0, 0, Cos[ϕ]}), {t, θ, θ + Δθ}, PlotStyle -> Directive[Thick, $θColor]] }, Δρ == 0 &&(*Δϕ> 0&&*)Δθ == 0, { First@ ParametricPlot3D[ρ (Sin[s] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, PlotStyle -> Directive[Thick, $ϕColor]] }, (*Δρ> 0&&*)Δϕ == 0 && Δθ == 0, { First@ ParametricPlot3D[ r (Sin[ϕ] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[ϕ]}), {r, ρ, ρ + Δρ}, PlotStyle -> Directive[Thick, $ρColor]] }, Δρ == 0(*&&Δϕ> 0&&Δθ>0*), { First@ ParametricPlot3D[ρ (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Directive[Lighter[$ρColor]]] }, (*Δρ>0&&Δϕ> 0&&*)Δθ == 0, { First@ ParametricPlot3D[ r (Sin[s] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {r, ρ, ρ + Δρ}, Mesh -> None, PlotStyle -> Lighter[$θColor]] }, (*Δρ> 0&&*)Δϕ == 0(*&&Δθ> 0*), { First@ ParametricPlot3D[ r (Sin[ϕ] {Cos[t], Sin[t], 0} + {0, 0, Cos[ϕ]}), {r, ρ, ρ + Δρ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Lighter[$ϕColor]] }, True(*Δρ>0&&Δϕ> 0&&Δθ>0*), { First@ ParametricPlot3D[ρ (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$ρColor], Opacity[opacity]]], First@ ParametricPlot3D[ r (Sin[s] {Cos[θ], Sin[θ], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {r, ρ, ρ + Δρ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$θColor], Opacity[opacity]]], First@ParametricPlot3D[ r (Sin[ϕ] {Cos[t], Sin[t], 0} + {0, 0, Cos[ϕ]}), {r, ρ, ρ + Δρ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$ϕColor], Opacity[opacity]]], First@ParametricPlot3D[(ρ + Δρ) (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$ρColor], Opacity[opacity]]], First@ParametricPlot3D[ r (Sin[s] {Cos[θ + Δθ], Sin[θ + Δθ], 0} + {0, 0, Cos[s]}), {s, ϕ, ϕ + Δϕ}, {r, ρ, ρ + Δρ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$θColor], Opacity[opacity]]], First@ParametricPlot3D[ r (Sin[ϕ + Δϕ] {Cos[t], Sin[t], 0} + {0, 0, Cos[ϕ + Δϕ]}), {r, ρ, ρ + Δρ}, {t, θ, θ + Δθ}, Mesh -> None, PlotStyle -> Dynamic@Directive[Lighter[$ϕColor], Opacity[opacity]]] } ] }, SphericalRegion -> True, PlotRange -> 2, Lighting -> "Neutral" ]], Row[{Control[{{ρ, 1}, 0, 2, ImageSize -> Small}], Control[{Δρ, 0, 1, ImageSize -> Small}]}, Spacer[1]], Row[{Control[{ϕ, 0, π, ImageSize -> Small}], Control[{Δϕ, 0, π, ImageSize -> Small}]}, Spacer[1]], Row[{Control[{θ, 0, 2 π, ImageSize -> Small}], Control[{Δθ, 0, 2 π, ImageSize -> Small}]}, Spacer[1]], {{opacity, 1}, 0, 1}, ControlPlacement -> Left ]

I might add that the reason for submitting it was that it shows, if one moves the ϕ slider, that the surface area element $dS$ or volume element $dV$ decreases as ϕ moves toward 0, or $\pi$, which is in part what his question was about.
SphericalPlot3D? $\endgroup$Graphics3D[Sphere[]]. Are you wishing to parametrize the surface with spherical coordinates? $\endgroup$