There's nothing off-topic about asking an ear training question in a composition forum!
I tried EarMaster Pro a few years ago and was happy with it--a lot of options and level of detail.
A lot of people recommend Auralia. From what I've heard, it's just about the best out there, but I don't know many details myself.
I would HIGHLY recommend a CD course, entitled "The Relative Pitch Ear Training Course" by David L. Burge. www.eartraining.com -- It's VERY in-depth and thorough, starting from basic intervals and ending up with complex voicings of extended jazz chords and progressions. It's actually fun to do--I listened to the lessons during my commute. I think 41 lessons in all, with rigorous self-evaluation. Check out the "course content" link and click through all the levels. It's a bit pricy (I got it at a discount because I owned the original tape course), but you can pay on their monthly plan and think of it like paying for private lessons--it's actually very cheap when you think of it that way.
(This is the same guy who advertises the "Perfect Pitch" course in all the magazines--I have that too, although I haven't ever put the time into using it. It actually seems legit, but I'd say you'd be better off with the Relative Pitch course. Either way, let's not start the "can you learn perfect pitch" debate now. As far as plain old meat-and-potatoes ear training is concerned, I think you can't go wrong with the Burge course.)
I'd also recommend the ear training books/cd sets by Bruce Arnold, at http://www.muse-eek.com/books/books.html -- also available at Amazon.com if you want to read more about them or read reviews. These are great books and take a different approach. I'd recommend using them as a supplement to another ear training course because they're not really in-depth on their own--they're more like super bonus exercises and practical approaches to ear training.
Also, play a lot of piano, sing, and play your instrument a lot. Even if you're a crappy pianist, just sit and improvise a little every day--and read simple pieces and Bach Chorales if you're able, even if you're a very poor sight-reader (like me). Join a local chorus if you can. And listen to music while following along with the score--for ear training purposes you're probably better off doing this with smaller scores--quartets, chorales, choral music, etc.
You might also want to check on ear training classes at your local community college or conservatory. I took an advanced ear training course at Juilliard to keep my ear fresh between college and grad school, and it did wonders for my ear--there's nothing like having a teacher to keep you motivated and accoutable. I've tried software and CD courses and books, but my motivation and interest fizzles out after a while--in a real course you have some accountability. A lot of community colleges courses only cost $150-250 per class (50-75 per credit), which is probably not much more than you'd spend on a piece of software.
Thanks for all of your replies. I checked out the web sites (looking up the one for Auralia) and they all look good. Auralia, Earope and Ear Master Pro 5 all have demos so I will download them and have a look. Having a live instructor might help so I’ll look around at local schools… there are times I wish I was just a little closer in to Boston…
I was thinking "OT" because it isn’t directly related to GPO and "slightly" because it was a music question. I guess if I worded the question "Does anyone have a recommendation for a good ear-training program to help me when composing with GPO?" I would be 100% on topic.