Even after changing world's default gamemode to Adventure and changing all players' mode to that, is still says "Creative" in selection menu (the world was created in creative). I've seen some adventure maps that did display Adventure in selection screen, so it's possible, but how?
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You have to edit level.dat to set the "GameType" tag to 2; you can easily do this with a utility like NBTExplorer. Note that this also affects new players as it is the default game mode for the world, thus there is no need to use command blocks to do so (of course, any existing players need to be changed over as player game mode is stored separately).