Mode 3 also shows the Biome that you are currently in, displayed below the coordinates. Mode 2 adds an indication whether your X and Z coordinates will Increase or Decrease if you move in the direction you are facing. Mode 1 shows the X, Y and Z coordinates, and it also indicates the direction that you are facing, in compass-direction terms.
This mod has a number of display modes that present this information, and more, discreetly in a corner of the main game screen, so you don't have to leave F3 open to see them. The X, Y and Z coordinates that locate the player's position in the world are normally displayed on the F3 Debug screen. Combines Batty's Coordinates & Stopwatch Timer
If you want a version that runs without Forge, see this page. NOTE: This mod runs with Minecraft Forge.