Strong listening skills are extremely important for both performers and educators. Try some of the following exercises to aid in developing your ability to listen actively. You can practice active listening almost anywhere, and the ability to do so will be of great assistance in everything you do musically.
Practice shifting your attention between different sound sources. For example, turn on the radio and television at the same time and at roughly the same volume. Now, shift your focus between the two, trying your best to completely tune out one at a time until you can control which one is receiving your complete attention. This skill can be very helpful when you are trying to listen to only one feature of a particular work.
Practice listening only to specific instruments or ranges (ex. alto part) within a single piece. You can develop this skill by listening to any kind of music. Begin with less complex music at first (2 or 3 parts), then progress to more complex (full orchestra, choir, etc.). As in the first exercise, try to develop the ability to consciously focus on only one instrument or range at a time. This is a great exercise when listening to the radio.
As you perform and rehearse in large and small ensembles, practice listening across the ensemble to colleagues beside or several feet away from you. Listen for instruments or voices with the same part, no matter how far away they may be. Be aware of when you have the melody, countermelody, accompaniment, etc., and be able to shift your attention among all of these elements at will.