Noel,Definitely go for the relative pitch training. As long as there are tuning forks and pitch pipes, never mind those newfangled electronic gizmos, having perfect pitch is mostly a matter of bragging rights. Having perfect pitch can bother some people when they hear things played in a key other than it was written. My friend's son has perfect pitch, but poor soul has to leave the room when someone uses a capo to put it into their vocal range.
First rule of ear training: sing, sing, sing, sing and then sing some more. You'll also learn a lot by transposing for example on guitar. It's about the relationships between sounds. Did I mention you should sing? A LOT. Listen for tunes that have bits that sound similar.
And take a course if you have the time, money and inclination. It'll speed things up tremendously.
And sing.