At concerts I listen with my ears and my eyes. It's a remarkable brain thing that if you watch the drummer, the drums suddenly can be heard clearer, become a little louder even, than the rest of the instruments. Then, if you move your focus to the sax player, the same thing happens to the sax sounds in the music.
If you listen to music on a cd, you can get close to this effect, just by concentrating on a certain instrument, but the effect is not as strong.
Strange that some people, especially at jazz and classical music concerts, close their eyes while listening. In my opinion they miss something valuable, the joy of listening in multiple dimensions. Or do I miss an even more exiting aspect of the music, because I keep my eyes open?
By the way... I am reading dr. Oliver Sacks' book Musicophilia at the moment, which is about all kinds of brain things in relation to music. Fascinating!