I practice my progressions, like Mysteryman stated, in all the keys. I usually practice in fourths, but I do all the others he stated to, along with diminished and augmented.
For beginners, I recommend practicing progressions in fourths, because you'll be able to use those chords across keys easier than you can chromatically.
When practicing just a single chord, you should practice moving it chromatically, in whole steps, minor steps; major steps, tritone steps, and diminished. That's pretty much all of the basic ways. I learn a lot of new stuff by doing this.