Over the years, I've spent a lot of money on many different ear training methods.....books, CDs, iPad/phone apps...etc. And now I'm starting to think that maybe the best way is to actually LISTEN when playing....
This is definitely important too.
The cd's in Bruce Arnold's one note method play a 2-5-1 chord progression on the piano in the key of C to set your ear in that key. Then a random note is played. You have to try to figure out what note is played. So it's definitely all about relative pitch. If you read the intro in the book it explains very well how the method works. It's not easy but it can be done. I was able to do the 3rd volume with about 99% accuracy within a couple of months and have sinced move on to the Key Note Recognition.
Another great book is Hearin' the Changes by Jerry Coker. It doesn't have a cd but it gives you a good organizational process for learning to hear chord progressions.http://www.amazon.com/Hearin-Changes-Dealing-Tunes-Ear/dp/B000BP541O
I made recordings of the progressions in the book if anyone is interested.