How do you train your ears?

Training earings.

Ok Live music is not your stereo! I am a professional musician and an audiophile and I can tell you that imaging, depth, and positioning are all tricks and trade of stereo. Never have gone to a live show and closed my eyes to see if I could place the singer in the middle!!! That is phase tricks done by producers not a live show but that being said you can go to some small venues and get a feel for what real instruments, natural reverb, and vocals sound like. Many people need to go hear real vocals after all the systems Ive heard that sound nasaly and they just gushed about how "natural" the vocals sounded! Huh...go figure. Your stereo will never sound like a live show but it does a great job trying to and its so much fun listening to all the phase tricks done to make things sound center, left, right, or even back or forward, once you realize that you wont be so uptight about your rigs sound.

My thought is to stay away from most live venues. Poor acoustics, suboptimal listening positions and uncomfortable seating, crude amplification and amateurish mixing, excessive volume, and noisy neighbors all conspire to produce mediocre sound. One rare exception would be classical music in one of the great halls. Another exceptional experience I had was listening to live rock in an outdoor venue broadcast over ultralarge monitors.
Audiophiles are created when they listen to great music on great equipment. You will know it when you hear it and feel it. Go to concerts to hear the musician, not the quality of the sound.