Check reviews & samples for good readers. I like apps that let me adjust the speed and have a 30-sec quick rewind button.
Right now I’m listening to Melville’s Typee for a class, and it’s...verbose, but Audiobooks is a decent app. On the other hand, I love listening to This American Life via podcast, but using the slider to rewind is excruciating.
CDs can be tricky to rewind, but since my library has great selections on CD, I convert them to mp3s then upload to my Kindle or phone.
I've listened to mp3 lectures and interviews (for school) that were far from riveting, and I can tell you it’s absolutely a skill that will improve if you use it! (A weekly podcast is good practice; they are short and new each week.)