Anytime somebody is faced with a sound that doesn't exist in their language, they're going to find the closest similar sound in their language. Overcoming that takes a LOT of practice.
You can model the sounds, but since students can't see inside your mouth, use some props or models of the human mouth to physically show them the position of the tongue in relation to the lips, teeth, etc. You can buy various rubber/plastic models for this.
One site I find very useful for English is this website. It has some very handy side view animations of the mouth showing the position of the tongue. It also has some close ups of the front of the mouth which show the shape of the lips.
One caveat is that it relies on IPA symbols, which your students likely may not be familiar with. Rather than teach them IPA symbols, I just explain that those symbols do not directly correspond to the alphabet and ask them to ignore the symbols, since there are sometimes multiple ways to write the same sound with the English alphabet (it gets particularly confusing for example with /j/ and /dɜ/).
For sounds they have trouble with, find some sort of mnemonic device to help them remember the critical articulation points. For examply, my Hispanic students always have problems pronouncing the 'j' sound, pronouncing it as 'y'. I show them the animations, and point out the tongue "jumps" up to the top of the mouth for the 'j' sound. So, we repeat "J-jump".
Once they know how to physically form the sound, work on contrasting the sound with minimal pairs (words that differ only by one sound - i.e. pin/bin berry/ferry). Expand this to words that still only differ by one sound, although they may be spelled differently (you/jew, yellow/jello).
As a final step, I'll put together a bigger numbered list of words comprised of minimal pairs from several different problem sounds, (for example one of my lists has the b/f/p, ch/sh, and y/j problem sounds), then I'll pronounce on of the words, and students have to pick that word out of the list and say what number they heard. When they get pretty accurate at picking out single words, I start giving them 3, 5, or even 7 words at a time. When they get good at listening to me, I throw it back at them by making them stand up and read their own lists while myself and the rest of the class write down numbers. That way they get practice at not only listening but speaking.
Those are some methods that have worked for me. Of course, this only helps with how to physically form the sounds. One other huge aspect of pronunciation is intonation, but that's separate issue. It sounds like maybe you're mainly worried about how to teach them to produce certain sounds, but if you want to work on intonation, look at some of the texts and videos by Judy B. Gilbert. She has a great one about using rubber bands to demonstrate stress and syllables that's I've gotten a lot of mileage from as well.
Hope that helps some.