John Newton penned a brilliant letter on how to profit from sermons [Works, 1:224–225]. First, Newton explains how one should listen to sermons:
As a hearer, you have a right to try all doctrines by the word of God; and it is your duty so to do. Faithful ministers will remind you of this: they will not wish to hold you in an implicit and blind obedience to what they say, upon their own authority, nor desire that you should follow them farther than they have the Scripture for their warrant. They would not be lords over your conscience, but helpers of your joy. Prize this Gospel liberty, which sets you free from the doctrines and commandments of men; but do not abuse it to the purposes of pride and self.
Then Newton explains how not to listen to sermons:
There are hearers who make themselves, and not the Scripture, the standard of their judgment. They attend not so much to be instructed, as to pass their sentence. To them, the pulpit is the bar at which the minister stands to take his trial before them; a bar at which few escape censure, from judges at once so severe and inconsistent.SOURCE: Tony Reinke