The Haar measure can be explicitly calculated as follows in terms of a given parametrization $R(\phi,\theta,\psi)$ of $SO(3)$.
The first step is to define a metric thereon, which can be done by means of the Killing form: denoting by $X$, $Y$ and $Z$ the generators of the $so(3)$ algebra,
$$
[X,Y]=Z\,,\qquad [Y,Z]=X\,,\qquad [Z,X]=Y\,,
$$
the Killing form on $so(3)$ is defined as the symmetric, bilinear form $(\cdot\,,\cdot)$ on $so(3)$ satisfying
$$
(X,X)=(Y,Y)=(Z,Z)=1\,,\qquad (X,Y)=(Y,Z)=(Z,X)=0\,.
$$
In fact, one can check that this Killing form is indeed invariant under the Lie product, $([A,B],C)+(B,[A,C])=0$.
Now that we have a metric on the tangent space to the identity, we can define a metric at any point as follows: let $\dot R=\frac{d}{dt}R(t)$ be some vector, defined at the point $R=R(t)$; we may transport it back to the tangent space to the identity by means of the map induced by left multiplication. In this case, this simply means taking $\Omega=R^T\dot R$, which is indeed an element of the Lie algebra. Then, we may define a metric $ds^2$ by means of $ds^2=(\Omega, \Omega)\,dt^2$, the so-called Killing metric.
More explicitly, in the fundamental representation, we have
$$
(A,B)=\frac{1}{2}\mathrm{tr}(A^TB)\,
$$
and
$$
ds^2=\frac{1}{2}\mathrm{tr}(\Omega^T\Omega)\,dt^2\,.
$$
For instance, employing the Euler parametrization
$$
R(\phi,\theta,\psi)=R_z(\phi)R_y(\theta)R_z(\psi)
$$
with $\phi,\psi\in[0,2\pi)$ and $\theta\in[0,\pi)$,
$$
R_z(\phi)=\left(
\begin{matrix}
\cos\phi & -\sin\phi & 0\\
\sin\phi & \cos\phi &0\\
0 & 0 & 1
\end{matrix}
\right)
\,,\qquad
R_y(\theta)=\left(
\begin{matrix}
\cos\theta & 0 & \sin\theta\\
0 & 1 & 0\\
-\sin\theta &0 & \cos\theta \\
\end{matrix}
\right)
$$
you should obtain (after a somewhat lengthy calculation)
$$
ds^2= d\phi^2 + 2\cos\theta\, d\phi\, d\psi + d\theta^2 + d\psi^2\,.
$$
The determinant of this metric, $(\sin\theta)^2$, provides the Haar measure/volume form by means of
$$
\omega = \sqrt{\mathrm{det}g}\,d\phi\wedge d\theta\wedge d\psi= \sin\theta \,d\phi \wedge d\theta\wedge d\psi.
$$
Note that this measure is automatically right- and left-invariant, since so is the Killing metric.