The preaching of the Word of God is nothing less than Christ's message given to a particular congregation at a particular time and in particular circumstances. Through preaching done by a man who has been commissioned by the Lord of the church, Jesus Christ draws his sheep to his fold and feeds them heavenly food (cf. John 6:31–33, 50, 51).
Because preaching is so important, it is critical that those who go to church "take heed what they hear." What should you listen for in a sermon?
First, listen for the Bible in a sermon. Sermons may be part of a series on a book or a large portion of the Bible (consecutive expository preaching), or they may deal with themes addressed in Scripture (topical preaching), or they may simply treat short portions of Scripture (textual preaching). But whatever type of sermon is used, preaching must proclaim what the Bible says. The Bible alone is the Word of God. Preaching that delivers the opinions of men is not what you should be hearing from the pulpit.
Second, listen for the purpose of a sermon. What concern is driving the minister as he preaches? (You will usually be able to find this out in the introduction of the sermon). What does he want you to learn? What does he want you to believe? What does he want you to do? How does he expect you to change as a result of his preaching? Are all of those things consistent with the purpose of the biblical text or passages that he is preaching? You cannot heed what you hear if you do not know what you are intended to hear!
Third, listen for the gospel in the sermon. All preaching must proclaim some aspect of the person and work of Jesus Christ. Even the duties that a preacher declares from the Bible must be grounded in the authority and power of Jesus Christ. Without him, we can do nothing (John 15:5). You are not supposed to hear about morality and virtues in the abstract. The Lord Jesus Christ, his kingdom, and his amazing grace are what Christian preaching is all about.