Similar to what others have said: I'll go find a wet grassy field and leave it in 2WD (a gravel or ice-covered parking lot works too). When stopped, turn the wheel a bit and hit the accelerator. The rear end will swing out. Throw it into Auto or 4WD and try the same thing.
The difference between 2WD and Auto or 4WD is huge, there's much more control. Noticing the difference between Auto and 4WD is tougher, but in Auto mode there is a bit of a delay before the 4WD kicks in.