Here are my pronunciation TH word lists and exercises. I wouldn't spend more than 15 minutes in a lesson doing these drills with the students, as that could become very tedious and tiresome. You will find a free downloadable printout for the students at the bottom of this page.
This is how I would structure this lesson:
demonstrate how the words are pronounced by reading a line, set of words, or sentence
get the students to repeat
repeat until you have finished the words and sentences for that particular sound
get the students to each write 5 sentences of their own, using the vocabulary from the the 'Words' section. They have to include as many of the words as possible in each sentence
they have to read out their sentences, paying special attention to the pronunciation and intonation
This is how you can differentiate whether the TH is voiced or not. Place your hand on your throat. When you say the voiced TH, your throat will vibrate. When you say a voiceless TH, it will not vibrate.