Trying to go into Download mode, but goes to Recovery mode instead Device: Samsung Galaxy S4
Android: 4.2.2 

I can't get into Download mode. I have tried many options like removing battery solution, pressing Vol Down+Home+Power. I always get into Recovery mode.
Power off the phone completely by removing its battery for at least a minute.
Re-insert the battery back into its place.
Press and hold Volume Down, Home and Power buttons, all at the same time.
Release the buttons only when the ‘Warning!!’ message appears.
Next, press Volume Up button to confirm that you wish to enter Download Mode.
Your device will now show a green Android with the ‘Downloading… Do not turn off target’ text listed under it. 


That's it, now you can connect your device with your PC after you launch ODIN.

You can try adb reboot bootloader from PC if the above doesn't work.