[quote name='Jester' post='147858' date='Feb 27 2008, 03:38 PM']The best software I've used is [url="http://www.earmaster.com/"]Earmaster[/url], but it's very expensive. It's also been stuck at version 5.0 for several years. There's a [url="http://www.download.com/EarMaster-Pro/3000-2133_4-10012043.html?tag=lst-0-4"]demo[/url] available if you want to check it out.
In truth though, I've personally found 'recognize the interval' type exercises to be of limited value. It's one thing to hear notes played in isolation and think 'oh right, perfect fourth', but for me it was never anything more than an academic exercise - knowing the names of sounds didn't really help when it came to hearing and playing actual music.
I've seen more improvement from just working out stuff by ear as much as possible - songs, advertising jingles, TV themes, anything.
Just my opinion of course. YMMV.[/quote]