I have to admit I'm sadly lacking in this department, it's something I've just never consciously worked on (like a lot of players I guess). In a bid to put this right I came across this nifty little website:-
http://www.good-ear.com
It's got just about everything covered from note intervals to chord intervals and for all the geniuses out there you can have a go at naming jazz chords. The options at the side are pretty much self-explanatory if you tick fixed root, the chord root will always be the same (good for learners) and show correct means it tells you the answer if you get one wrong.
Simon