I almost forgot another good exercise for connecting your brain to your instrument. Think of some of the childhood tunes that you know, and I mean KNOW, like Mary Had a Little Lamb or Twinkle Twinkle. Learn all the ones you can think of in every location in every key. Over time, this will help to erase the barrier between you inner ear and your fingers.
Don't get me wrong; learning scales, and arpeggios, and modes etc is all really useful, but it is part of the journey towards musicianship, not the destination itself. I doubt that (fill in name of favorite virtuoso) is actively thinking ok, here comes a modulation into minor so I'll play Dorian, he is just playing where he knows he wants to take it... or it wants to take him. It should become second nature like scratching your elbow. You don't think: left elbow, half way down, then look at it, move right hand, position finger, move finger to scratch, etc. Rather, with your eyes closed, you move your hand and scratch you elbow. Playing should be like that.