I have tried using packages (powerline, airline, lightline) for coloring the statusline depending on the mode I am running, but none of them does the job. I am Vim 7.3 on OSX Mavericks.
Put set laststatus=2 in your ~/.vimrc to always have a statusline.
From :help 'laststatus':
The value of this option influences when the last window will have a
status line:
0: never
1: only if there are at least two windows
2: always
The screen looks nicer with a status line if you have several
windows, but it takes another screen line.