what is best training software / app ?

I use these:
Web: chess.com, chesstempo.com
PC: Aquarium, Fritz
Android: Forward Chess, PGN Master
iPhone: tChess Pro, SmallFish
tChess is good at working with PGN files. So I always have like 10-20 files on my iPhone, mostly with tactical problems, but also with endgame examples, master games etc. No training mode is needed - you just play those tactical/endgame examples against an engine.

thanks uri65 - makes sense. This is for my 6 year old - Tchess will be great, as his coach just left us 20 end game scenarios for him to work on this week, and he can do them vs engine.
thanks uri65 - makes sense. This is for my 6 year old - Tchess will be great, as his coach just left us 20 end game scenarios for him to work on this week, and he can do them vs engine.
tChess should be fine for endgames but I prefer SmallFish as it uses Stockfish engine that is stronger than internal tChess engine. For tactics the difference is not so important - both apps see it well - but for endgames Stockfish engine is tougher as sparring partner and more accurate at analysis.
tChess and SmallFish are two excellent apps and you really should try both to see what works better for you.