Listening is one of the most important and difficult skills. When we listen to various recordings in the classroom, my students usually complain that the speakers are talking too fast and it's difficult to understand them. And I always say that they have to practice more. Nowadays, we've got plenty of opportunities to listen to English speakers outside a classroom.
One of my favourite websites with listening online activites is ELLLO.ORG, which stands for English Listening Lesson Library Online. It was created by Todd Beuckens, an English teacher based in Japan.
Elllo offers a variety of free activities, such as Games, Scenes, Views, Videos and Mixers on different levels of difficulty. Each audio is accompanied by the audio script (which you can hide).
For beginners I recommend Games (SixPix) - just listen to the audio and choose the correct picture :) It's a good exercise to practice listening for the main idea and key words.
And those who loves music and singing should try:
How well do you know lyrics? Pick up a song, choose the level of difficulty, listen to the song and type the missing words.