In the following links you can practice differentiating between similar sounds, what we call "minimal pairs"
Ship or Sheep
Move the cursor over the words and hear the difference.
Minimal Pair Quizzes
Here you can listen to the minimal pairs and then quiz yourselves on the pairs you have listened to. There are also some songs and tongue twisters you can try.
The New Okanagan College English Pronunciation Page
This is a very complete page where you can watch movies showing the pronunciation of sounds, practice minimal pairs and even record yourself (if your computer allows that)