if i do structured training i try to stay concentrated on the task at hand, i.e. pedalling technique, breathing, recovery (heart rate), keeping watts constant, controlling cadence and so on. i do long virtual endurance rides with the ERG on but tend to watch entertaining movies.
i don't seem to get into deep though states much during weightlifting, as the lifts require me to be concentrated and fully focussed and the pauses are too short to get lost on the one hand and require active recovery on the other.
the big difference here is that most people who want to use training time for intellectual improvement just listen to podcasts, but that's not really an option for me as i'm hearing impaired and barely understand anything.