EarMaster - Professional software for ear training and practical music theory on Windows and Mac.
tonestro - Practice & improve on your wind instrument while having fun
Meludia - Listening exercises and to sharpen your ear and music theory skills
Violin by Trala - Violin by Trala is a music learning app that is designed specifically for Violin users.
LenMus - LenMus is a free program for learning music.
Melodics - Melodics is a desktop app that teaches you to play MIDI keyboards, pad controllers, and drums.