I totally agree with Guido. Learn to sing the notes as you work on the ear training. I would also recommend that you do most of the training in a musical context. It's perfectly fine to insolate certain things and do some focused practicing if that's what you need, but the best ear training imo is really learning melodies and harmonies. Pick any tunes you like and learn to sing the melody by ear. That way you not only learn to recognize intervals and pitch, you also get a feel for time, timbre and the function of the notes.