If you're playing from C to C, major scale, it's Ionian, not Lydian. Lydian would be the same notes in C major, just starting and ending on F. (F,G,A,B,C,D,E,F)
And I've never just gone up the modes in my playing, besides for warm ups.
In actual playing, changing modes quickly will just sound messy to the average listener. That only works if you've got a pedal tone in the bass and a very high class, well-informed audience.