Do you have any idea what you're doing or are you one of the "I learned by ear" types? I know, we all hear stories of musicians who made it without knowing what they were doing when it came to theory or reading music, but do you know how long they had to practice? Do you practice that long?
Have you ever seen a statue made out of legos? You could take a close look at it and try to guess how to put it together or you could ask the builder for directions. Which do you think would be the most efficient way to get the job done? You might be the type of person who would enjoy figuring it out by yourself, but do you have the time?
Most people don't have the time to practice that much or they don't have the will power to practice that long. Are you using tablature? The famous guitarist most people think about when it comes to playing by ear learned by ear. Meaning, he or she sat and listened to records/tapes, trying to figure the song out. Now-a-days, you can find tab for almost any song you want on the internet or you can buy an authorized tablature book.
So, if you want to be someone who claims to play by ear, then figure it out yourself! Doing the work to figure out a song by ear takes a long time in the beginning. Do you have that much time? If not, I suggest you learn how to play your instrument and stop guessing.
I know some people just look at music as a hobby or a toy (like the all-too-popular "Guitar Hero" games) and they don't want to learn a lot about the theory behind the music. Fine, but be realistic about how far you will go without the proper knowledge on how music works.
I played three to four hours a day, for about ten years, just using tab. I knew the importance of reading music and understanding theory; I tried to figure out how to read on my own, but I couldn't figure out some things. My first guitar teacher started to show me, but I moved away. The next three teachers didn't show me how to read music. I am sure they could have, but I didn't ask. I wish I did. I didn't really learn how to read music until I went to the Atlanta Institute of Music. I was lucky to even get in at all; a lot of music schools will not let you in without basic site reading skills. At my audition, I asked the president how to use scales; he told me about landing on the 3rd and the 7th of the chord. A light bulb went off and I finally had a direction to go instead of just wiggling by fingers on the fret board. (I had books on scales, chords and arpeggios but none of them explained how they were built or how to use them.)
After I graduated from A.I.M., I looked at the notation for the songs I learned to play with tab and I was amazed to see how wrong I was when I couldn't read the music above the tab. I also noticed a lot of mistakes in the tab, but not in the notation.
I truly feel that I wasted ten years of my life. If I knew how to read music when I was younger, I would have played a lot of songs I couldn't figure out (even with the tab) and I would have played other songs right the first time.
The reading and theory part of music isn't easy or fun, at first, but learning just about anything takes dedication and practice. Think how much more fun you could have if you could play anything you wanted. I feel I can play whatever I want because I know how to practice correctly and efficiently.
I am all for learning songs by ear; in fact, at A.I.M. we were assigned to learn a song by ear and then write it down (which you can't do if you don't know how to read music). But, if you're going to play by ear, put down the tab! Be willing to practice for many hours and listen to the same song over and over until you figure it out. By the time you think you have the song figured out, you may hate it, but your ear will be sharper!
The most direct path to the answer lies in learning how everything works. Learn how to read music and learn how music theory works. There are all sorts of books available at any music store from which you can learn. If that doesn't work get lessons from someone who can teach you how to read music and the theory behind why it works. When you get it down you will be more than happy with your newly earned skills.