Listening is a very broad topic. I will focus mainly on listening to a math talk.

I find taking notes during a talk helps. I simply write some key words. If the speaker emphasizes a point, I write it down, even if it does not make sense at the time. I might later google some of the key terms. So on... 

People who don't write fast enough might find useful a digital recorder running on a timer. Jot down the time when an important point or example was made and some of the ideas surrounding it, maybe also the notation; then go back later if needed. You may want to save both the recorded talk, and via a digital camera in text mode, digitize your notes and place them in a folder adding some key words easily searched later if needed.


As Ravi puts it in these [Notes][1] (Thanks Kevin Lin), one is never sure where new ideas are coming from, or where the seed of a solution to a problem one has been working on is going to come from. Sometimes, a new idea may come from listening to a talk on something seemingly disjointed from one's work. 









   


  [1]: http://math.stanford.edu/~vakil/potentialstudents.html