I often start by talking about the different ways of asking politely to show them there is a difference in attitude and expression:
Can I come in? (correct)
Could I come in? (polite)
May I come in? (really polite)
Might I come in? (extremely polite and well-mannered)
Then I start with must, should and have to and propose a situation:
It �s Friday afternoon, a student has a very important exam on Monday. His friends phone him and suggest going out:
He thinks: But I must study for the exam... (strong- in this case, inner- obligation)
His father says: You have to study for the exam. (a reminder of an outer obligation)
His mother: You should / ought to study for your exam (advice)
Hope this helps to start with.