Since I've been reading about active listening recently, I've become more aware of how many times I feel the urge to interrupt my kids. It's especially bad when I think they are wrong and I want to correct them. Even when I know they are right, I want to stop them so we can just move on. I get very annoyed with myself when I forget, interrupt them, and then they get angry with me (and rightly so!)
Active listening is very important in relationships, but it's not a matter of etiquette. Getting another person's attention, on the other hand, is a skill that should be taught (and modeled) how to do properly.
From Family Education:
When you're talking on the phone or in person with someone, teach your child how to interrupt politely.
-Show her how to place her hand on your arm, shoulder, or leg. This will be her signal that she needs your attention.
-Place your hand over hers as your signal that you understand and will acknowledge her as soon as politely possible.
-Very young children should not be made to wait more than 10 or 15 seconds, but this time can and should grow longer as your child becomes used to this rule.
I might add that asking, "Could you please excuse me for one moment?", of the person you are speaking with is a good idea. This assures them that you will resume your conversation in a timely manner.
Here is another good article on how to help your children't interrupt politely.