Lingomi Blog has a great post on a way to improve your tones in Mandarin Chinese.
It points out that knowing what tones in Mandarin should sound like often isn’t enough to get them right, and the reason is pretty much a lack of actual practice.
As the article says, it’s important to build up tones like any other skill, to the point where they become unconscious. Over-studying tones and constantly thinking overtly about what’s right and wrong isn’t very productive. They need learning like a skill.
The article has a list of 20 words (or phrases, really) that contains every possible combination of two tones. It’s a 4 × 5 table, rather than 5 × 5, as you don’t get two neutral tones together.
Studying them in pairs like this makes it much easier to get them right. As well, the tones aren’t as rigid as textbooks would have you believe, and change quite a lot based on what’s around them.
Audio needed for practice
A commenter pointed out that for this approach to be effective you’ve really got to have audio files to listen to and copy. For this I’d recommend the ‘Self Quiz’ on Pinyin Practice (don’t bother with the other tests as they isolate things, which is the opposite of what you want), and the SWAC audio plugin for Anki.
Skritter is also good for getting repeated exposure to correct use of tones, as it has audio for a lot of common vocabulary. And of course, Lingomi itself is always going to be good for your pronunciation.