Playing the different modes with the same starting note illustrates the differences between them more clearly.
It's also helpful to know what notes are sharped or flatted in any given mode.
Practice with a drone.
Piano players can play an octave in the bass with the left hand on the root or tonic, improvise on a mode with the right hand.
Guitarists, try tuning to "Drop D" and play the various modes using D as a tonic note.
Any instrument, turn on a drone and practice to it. Here's one online: http://www.anubodh.com/tanpura_for_bansuri.htm
Try putting weights or wedging business cards in between the keys on your keyboard using a PAD setting to create your own drone.
Or, create your own drone in a recording or other software program or app.
Play around with each mode for a while to get the sound of each into your ears.
Practice modes in different keys.
For more practice like this look into the modes of the melodic minor, harmonic minor, the ten thaats, and if you're really ambitious, the 72 melakartas or parent scales of South India.
Modes of the Melodic Minor:
*Note that the first six are the same as the first six modes of the major scale.
Check out Jamey Aebersold's free book for more jazz theory and info: http://www.jazzbooks.com/mm5/merchant.mvc?Screen=FQBK