Hey zxb, I am not entirely sure what you want to train specifically, but I can tell you how I use chess.com to improve.
The first thing we need to know is how not to be on the loosing end right out of the opening, because if this is the case the middle- and endgame are of little concern. Therefore I pick a couple of openings I find interesting. Say the center gambit (1.e4 e5 2. d4 exd5 ..), an anti-sicillian, and the Tarrasch in the French Defense.
Next I start a bunch of (correspondence) games with me playing White and e4. As the opening progresses I consult an opening database, trying to think about the reason behind each move.
When we reach the middle-game I think about what major pieces will be the best given that a certain pawn structure will arise in the endgame, and of course try to control key-squares. I also think about which pieces should be used a blockers and how to gain mobility.
The endgame, well the endgame, that is about calculation and experience! So read a book and do some problems on it! =)
In terms of blitz, I use it to test out openings. Of course people tend to deviate quickly, so after the game I go back and see what the best response was according to theory..
I hope it helped!
P.S. If you haven't read it already, you should read the classic My System. Even reading excerpts of it will improve your game!
Ok so I like chess. It's awesome but the fact of the matter is that I stink at it. I need a practincal training routine that I can concentrate on, that will make me better. So I call upon the infinate wisdom of the chess.com comunity- keep in mind I'm serious about this, so unless you are going to post at least a paragraph about how I can improve my chess don't post anything! Thanks in advanced for all the sage advince I know Im going to recieve.