For years, I've been using VLC to slow down songs. The old version was pretty buzzy but the newest version sound better. It's easy to loop and even save segments of a song that you are trying to learn.
In the past, I used Nero to change the pitch of songs that were recorded in E-flat, then I could save a copy and send it to my bandmates so they could practice the song without detuning. Also, some instrumental songs were speeded up after recording so they aren't in any particular key. Correcting the pitch is very easy to do with Audacity but I'm sure other programs can do it just as well.
—If it ain't broke, fix it until it is.