Good points by all. I wanted to add this, though: I'm a very visual learner, so I mapped out the scale shapes on chord charts, rather than just TAB, that way I can see what shape they make on the fret board. That seems to help me the most. When I was learning my modes, I went so far as to chart this out (sorry that it looks like a 5th grader did it:
http://www.freewebs.com/jayp5150/scale%20chart%20modes.jpgBasically, I wrote out the 7 major scale patterns, and then set up a color-key for the modes. Pick a color for your desired mode, then grab a scale pattern, and put that colored square on that note. It may not work for some (and, yes, it's sloppy--and the yellow's hard to make out on the scan) but it helped me out during my transition into this stuff.
I'm still working on all this stuff, by the way. Dave and jlynnb1 have me blown out of the water with their seasoned knowledge of theory... but I'm... okay with that....

If this chart seems useful to anyone, by all means, copy and print it or whatever.