One thing I remember Joe Satriani suggesting, as far as understanding how modes "sound" (which in this instance we'll apply to how a major or minor scale sounds) was to hit an open low E. Let it ring while you improvise in E major over top of it. No drum machines, no power chords, no bass guitar. Just your one guitar. Then hit it again and improvise above it in E minor. Back and forth. Then if you're feeling adventurous, hit an E and play in E dorian. Then E mixolydian. Etc. Now while most people don't care so much about "modes", per se, it is a cool exercise in hearing how different tonalities work.