Find your root notes, for the most part that will give you the chord. Such as if you hear A then work around that and see if that's the chord, you should be able to work around the scale to find the right chord.
It used to be that the bass would tell ya but these days with bass walks in chord structures you could have a song in G and then the next chord will be D/F# (D chord with F# for the bass), so don't get confused with that.
If you can work out the root and the 5th or the 3rd you should get the chord right away.