Here's another demonstration (CDF, v9 but works with lower versions) I use in class:
Manipulate[
With[{P0 = \[Rho] (Sin[\[Phi]] {Cos[\[Theta]], Sin[\[Theta]], 0} + {0, 0, Cos[\[Phi]]}),
$\[Theta]Color = Red, $\[Phi]Color = Darker[Blue], $\[Rho]Color = 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}}], $\[Theta]Color,
EdgeForm[
Directive[Thickness[Medium],
If[\[CapitalDelta]\[Rho] == 0 && \[CapitalDelta]\[Phi] == 0 && \[CapitalDelta]\[Theta] == 0, Opacity[1],
Opacity[0.3]], $\[Theta]Color]],
Polygon[Append[
Table[0.3 {Cos[t], Sin[t], 0}, {t,
Append[Range[0, \[Theta], 0.05], \[Theta]]}], {0, 0,
0}]], $\[Phi]Color,
EdgeForm[
Directive[Thickness[Medium],
If[\[CapitalDelta]\[Rho] == 0 && \[CapitalDelta]\[Phi] == 0 && \[CapitalDelta]\[Theta] == 0,
Opacity[1], Opacity[0.3]], $\[Phi]Color]],
Polygon[Append[
Table[0.5 (Sin[t] {Cos[\[Theta]], Sin[\[Theta]], 0} + {0, 0,
Cos[t]}), {t,
Append[Range[0, \[Phi], 0.05], \[Phi]]}], {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[
\[CapitalDelta]\[Rho] == 0 && \[CapitalDelta]\[Phi] == 0 && \[CapitalDelta]\[Theta] == 0,
{ Thick, $\[Rho]Color, Line[{{0, 0, 0}, P0}] },
\[CapitalDelta]\[Rho] == 0 && \[CapitalDelta]\[Phi] == 0(*&&\[CapitalDelta]\[Theta]>0*), {
First@
ParametricPlot3D[\[Rho] (Sin[\[Phi]] {Cos[t], Sin[t], 0} + {0,
0, Cos[\[Phi]]}), {t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]},
PlotStyle -> Directive[Thick, $\[Theta]Color]]
},
\[CapitalDelta]\[Rho] == 0 &&(*\[CapitalDelta]\[Phi]>
0&&*)\[CapitalDelta]\[Theta] == 0, {
First@
ParametricPlot3D[\[Rho] (Sin[s] {Cos[\[Theta]], Sin[\[Theta]],
0} + {0, 0,
Cos[s]}), {s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
PlotStyle -> Directive[Thick, $\[Phi]Color]]
},
(*\[CapitalDelta]\[Rho]>
0&&*)\[CapitalDelta]\[Phi] == 0 && \[CapitalDelta]\[Theta] == 0, {
First@
ParametricPlot3D[
r (Sin[\[Phi]] {Cos[\[Theta]], Sin[\[Theta]], 0} + {0, 0,
Cos[\[Phi]]}), {r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]}, PlotStyle -> Directive[Thick, $\[Rho]Color]]
},
\[CapitalDelta]\[Rho] == 0(*&&\[CapitalDelta]\[Phi]>
0&&\[CapitalDelta]\[Theta]>0*), {
First@
ParametricPlot3D[\[Rho] (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]}, Mesh -> None,
PlotStyle -> Directive[Lighter[$\[Rho]Color]]]
},
(*\[CapitalDelta]\[Rho]>0&&\[CapitalDelta]\[Phi]>
0&&*)\[CapitalDelta]\[Theta] == 0, {
First@
ParametricPlot3D[ r (Sin[s] {Cos[\[Theta]], Sin[\[Theta]], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]}, Mesh -> None,
PlotStyle -> Lighter[$\[Theta]Color]]
},
(*\[CapitalDelta]\[Rho]>
0&&*)\[CapitalDelta]\[Phi] == 0(*&&\[CapitalDelta]\[Theta]>
0*), {
First@
ParametricPlot3D[
r (Sin[\[Phi]] {Cos[t], Sin[t], 0} + {0, 0, Cos[\[Phi]]}),
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]},
Mesh -> None, PlotStyle -> Lighter[$\[Phi]Color]]
},
True(*\[CapitalDelta]\[Rho]>0&&\[CapitalDelta]\[Phi]>
0&&\[CapitalDelta]\[Theta]>0*), {
First@
ParametricPlot3D[\[Rho] (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Rho]Color], Opacity[opacity]]],
First@
ParametricPlot3D[
r (Sin[s] {Cos[\[Theta]], Sin[\[Theta]], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Theta]Color],
Opacity[opacity]]],
First@ParametricPlot3D[
r (Sin[\[Phi]] {Cos[t], Sin[t], 0} + {0, 0, Cos[\[Phi]]}),
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Phi]Color], Opacity[opacity]]],
First@ParametricPlot3D[(\[Rho] + \[CapitalDelta]\[Rho]) (Sin[s] {Cos[t], Sin[t], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Rho]Color], Opacity[opacity]]],
First@ParametricPlot3D[
r (Sin[s] {Cos[\[Theta] + \[CapitalDelta]\[Theta]],
Sin[\[Theta] + \[CapitalDelta]\[Theta]], 0} + {0, 0, Cos[s]}),
{s, \[Phi], \[Phi] + \[CapitalDelta]\[Phi]},
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Theta]Color],
Opacity[opacity]]],
First@ParametricPlot3D[
r (Sin[\[Phi] + \[CapitalDelta]\[Phi]] {Cos[t], Sin[t], 0} + {0, 0, Cos[\[Phi] + \[CapitalDelta]\[Phi]]}),
{r, \[Rho], \[Rho] + \[CapitalDelta]\[Rho]},
{t, \[Theta], \[Theta] + \[CapitalDelta]\[Theta]}, Mesh -> None,
PlotStyle ->
Dynamic@Directive[Lighter[$\[Phi]Color], Opacity[opacity]]]
}
]
},
SphericalRegion -> True, PlotRange -> 2, Lighting -> "Neutral"
]],
Row[{Control[{{\[Rho], 1}, 0, 2, ImageSize -> Small}],
Control[{\[CapitalDelta]\[Rho], 0, 1, ImageSize -> Small}]},
Spacer[1]],
Row[{Control[{\[Phi], 0, \[Pi], ImageSize -> Small}],
Control[{\[CapitalDelta]\[Phi], 0, \[Pi], ImageSize -> Small}]},
Spacer[1]],
Row[{Control[{\[Theta], 0, 2 \[Pi], ImageSize -> Small}],
Control[{\[CapitalDelta]\[Theta], 0, 2 \[Pi],
ImageSize -> Small}]}, Spacer[1]],
{{opacity, 1}, 0, 1}, ControlPlacement -> Left
]

[Sorry it didn't work at first. Pasting the code from Mathematica inserted spaces in some variable names -- didn't expect that. Thanks for your patience.]
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? – whuber Jan 8 at 18:51Graphics3D[Sphere[]]. Are you wishing to parametrize the surface with spherical coordinates? – Michael E2 Jan 8 at 18:52