They want you to set up a routine for each mode change, but that would clutter up my routines too much. So I set up a switch for each one and then put them into a “room” I call “mode change switches.”
No longer Applies
For instructions with the new V3 app as of 2020, see:
FAQ: How to Change Location.Mode (new app) from Alexa (2020)
The remainder of this thread is now very much out of date.
You have to add a switch or a routine to change the mode.
I really like @MichaelS ’ new Alexa helper smart app. You can set up six momentary switches at once to change the mode.
I also added A separate room I call Mode Switches which is where i stick switches like this. So I end up with just one momentary button tile for each mode and I just have to tap that to switch to that mode. Or, I can just tell the Amazon Echo to turn on that mode.