Although I (hardly) understand the formal definition of the Euler class, I have very little intuition of it. I understand that the Euler class of $E\to X$ is zero if and only if there is a section, but what does it mean that the Euler class is non-zero?
For example, when $X$ is a 3-manifold and $E\to X$ a plane bundle with non-trivial Euler class, I would like to have a geometric/topological interpretation of the Euler class. In particular, I would like to have an interpretation of $e(S)$, where $S$ is an element of $H_2(X, \mathbb Z)$.
Here is a different perspective from Matthew's: Suppose that we are given a section $s:X\to E$ of our rank $r$ vector bundle $E\to X$ such that $s(X)$ and the zero section intersect transversely. This intersection $I$ is a dimension $\dim(X)-r$ submanifold of $E$ which can naturally be thought of as a submanifold of $X$ by inclusion into the zero section. The Euler class is then $PD[I]\in H^r(X;\mathbb{Z})$, where $PD$ is Poincare duality in $X$.
For a plane field on a $3$-manifold, the Euler class lives in $H^2(X;\mathbb{Z})$, not $H_2(X;\mathbb{Z})$. (These are non-isomorphic if the first homology has torsion.) It is the Poincare dual of an element of $H_1(X;\mathbb{Z})$. For example, suppose that $X=\Sigma_g \times S^1$ and that $E$ is $(T\Sigma_g)\times S^1$. Then the Euler class is $(2-2g)PD[S^1]$.