when you hum the major scale (in any key),try this even when you are not with your instrument.Let say you hum do re me fi so la ti..
Start with 'do' and lets say 're' and complete a melodic motif. Then get one with 'do' and 'me' and so on. Register these melodies in your mind and they will lend a particular sound to these intervals. The one and two,the one and three,one and four,etc.This will cement the primary intervals. Then you can start with three note displacements and so on. They all have different sounds is what I am saying. Its just an easy way to know this 'feeling' and that 'feeling' :)