Modal verbs- can, must, may...

CAN:
http://www.englishgrammarsecrets.com/can/exercise1.html
http://www.englishgrammarsecrets.com/can/exercise2.html
http://www.englishgrammarsecrets.com/can/exercise3.html
http://www.englishgrammarsecrets.com/can/exercise4.html
http://www.englishgrammarsecrets.com/can/exercise5.html
http://www.englishgrammarsecrets.com/can/exercise6.html
http://www.englishclub.com/grammar/verbs-modals_can_1.htm
http://www.1-language.com/englishcourse/unit18_grammar_exs.htm

Have to:

http://www.eclecticenglish.com/grammar/HaveTo1A.html
http://www.english-zone.com/verbs/haveto1.html
http://www.englisch-hilfen.de/en/exercises/tenses/do_not_have_to.htm

Others:
http://www.eclecticenglish.com/grammar/Should1A.html
http://www.autoenglish.org/modalverbs.htm
http://www.englishpage.com/modals/modalintro.html
http://www.nonstopenglish.com/allexercises/grammar/grammar-modal_verbs.asp   

For advanced students:
http://www.bbc.co.uk/worldservice/learningenglish/radio/specials/1425_gramchallenge18/
http://www.vivquarry.com/wkshts/modal.html