As educational software goes EarTrain is very cool. I think it is fair to say that it is aimed at children, but I have found myself playing with it for an hour at a time.
EarTrain includes 10 levels and a Practice level to freely explore and hear different intervals at your own pace. Instructions are built into the software and various playback preferences are available. Fully compatible with Palm OS 5 and includes full support for enhanced sound (either using the Beat Plus Springboard module or the sound card built into all Sony T, NR, NX, NZ and TG-series Clies) and MIDI output.