To improve your listening skills you can listen to a regular radio or you can listen to the radio online. Some good websites for this are:
British Council: Listen to podcasts to learn English. They have many topics, drama, jokes, quizzes and language usage advice.
Ted Talks: Ted talks are influential videos from expert speakers on Education, Science, Technology and Creativity.
Internet Radio (UK): Comprehensive listings of all major radio stations in the UK. Listen to talks or stay up to date with the latest music trends.
Lyrics gap: If you are a music fan, you can test your music knowledge by filling in lyrics while listening to your favourite tunes and artists.