I usually recommend to my students that they practice modes in all keys. I have them start with C Major, then C Dorian progressing through Phrygian, Lydian, Mixolydian, Aeolian and finally Locrian; all in the key of C. I also have them go through the modes of Melodic Minor Ascending, Three Symmetrical Scales, Two modes of Harmonic Minor and the Major and Minor Pentatonic and finally the Blues scale. Lately I've also added in the modes of Harmonic Major. It is important to practice all these scales because they are the modes that are most often needed when improvising over chord changes.
Back to the modes of major. If you are only interested in the (Ionian) modes, then I would play all of them in C, then move cycle 5 through the keys:
I would also recommend using a Metrodrone or some type of constantly repeating low note so that you hear all of these modes in the correct key center. For instance, if you play a G Mixolydian scale without a drone it can easily start to sound like C Major. You want to train your brain, ears and hands the right way; to "think the way you hear."
I would also recommend learning each scale, then applying the scale to a real-life musical situation such as using a jam track. This will help you make music out of the scale and will also help you to remember it better.
There are a few other things to learn about each scale.
- Which chord is each scale most often used over.
- What are the avoid note(s) in the mode.
- What are the available tensions in the scale when placed over a chord.
- What are the characteristic notes of the scale when used in a "modal" setting.
Once you have all of the information you are ready to apply the scales in appropriate situations.
Hope that helps