Each mode of the major scale has a uniqueness to it that can sometimes be difficult to recognize at first. As an aural exercise/guide for those learning the modes, I modulated the Jeopardy Theme into each mode of the major scale and played them back to back. I chose the Jeopardy Theme because (1) it uses all seven notes of the scale and (2) the first eleven notes of the melody are the exact same for six out of the seven modes, the exception being Locrian. This enables the harmony to shine through and give context as each new mode starts.
Another application I find useful in regards to the modes is memorizing parts. Once you memorize the major scale, if it comes up in a bass line in some form, you may find that it is easier to remember that part. The same applies for the modes. :)