When I'm learning a song, first I just listen to the song over and over until I have it in my head. Then I get on the instrument that I'm learning the song with. I play along with the song until I have the changes down and then I may learn the different fills note for note or I may add my flavor to the song. The main reason why I learn the changes first is because, everyone that I play with play differently, they have different skill levels and sometimes can't play exactly every note that the record has. I played with my cousins church this past sunday and I hadn't practiced with them at all. I was able to play every song that they did even though I had only play 2 of them. They did about 6 songs. All new songs. I had heard the songs before but hadn't sat down and learned them. The only thing that helped me out was that I knew the changes and the song so well, that I was able to play on the fly without stumbling through the song. I must say that I've developed this ability only by strictly training my ear. That's why I'm not a firm believer of tabs, but I will use charts to let me know what progression is coming up. I was able to modulate and everything without skipping a beat.