GNU Solfege (www.solfege.org) is a free interval ear training program for Microsoft Windows. Solfege offers interval, scale, chord, and rhythm training in an easy to use interface. Although Solfege is designed for Microsoft Windows, the website offers a few solutions for running the software on Mac OS.
Ear Workout is a free and open-source interval ear training application for Mac OS. It's a classic application, so it can run in OS9 and OSX in classic mode. I am a Windows user, so I have not been able to use this program personally, but I've heard good things about it.
The interval ear training program at www.good-ear.com can run within your browser; no installation required. It's not the most full-featured ear training solution out there, and the user interface is kind of rough, but it's good for those who don't wish to install a program on their hard disk, and it's free!
A better solution for online interval ear training is the Free Relative Pitch and Perfect Pitch Ear Training Software at www.trainear.com. This applet also runs in your browser and is very full-featured, offering many different trainers and functions. The interface can be confusing for the first time user, but it doesn't take too long to get used to it.
One interesting program for chord ear training is the Functional Ear Trainer by Alain Benbassat (www.miles.be). It is an excellent program for acquiring relative pitch. The functional ear trainer plays a chord progression to establish a key, then plays a random note and asks you to identify it. This is called "contextual ear-training," and it can be a very powerful method for training the ears to recognize notes in context, like they would be in the real world.
All of these chord and interval ear training programs are excellent free alternatives to the paid programs like EarMaster and those by David Lucas Burge. If you're thinking about purchasing a commercial interval ear training program, give one of these free options a try first. You just might end up saving some money!