Here's a handout that I use to help my students practice and learn how to pronounce the 'th' sound.
First, I show them how to make the 'th' sound. Then, I go through the words line by line. I have the students first listen to me pronounce the word and then I get them to repeat after me. I go through Part 1 several times. After that, I test their listening skills by doing part 2 of the handout. They have to circle the word they hear me say.
Part 1 - Practice saying these words with me
Column 1----------------- Column 2
1 sick--------------------thick
2 sum---------------------thumb
3 sink--------------------think
4 mouse-------------------mouth
5 pass -------------------path
6 first-------------------thirst
7 free--------------------three
8 fin---------------------thin
9 Fred--------------------thread
10 tree-------------------three
11 tanks------------------thanks
12 bat--------------------bath
13 tent-------------------tenth
14 taught-----------------thought
Part 2 Circle the word you hear
A It's very sick / thick.
B Many tanks / thanks.
C He taught / thought for a little while.
D This bat / bath is too big.
E He has a big mouse / mouth.
F He came in tent / tenth.