Bending on All Keys of Harmonica
Once a player develops good bending chops on one key of harmonica their next goal is to gain proficiency on all keys of harmonica. A simple way to do this is to take a challenging bending song that you can do well on one key of harmonica (a song that preferably uses both deep and half step bends, such as the Bending Study 5 song "Half Steppin'," which has every bend represented on holes 1 through 6 of the harmonica in the first chorus!) and play it in all twelve keys.
One convenient way to do this is to take the song and use a program like the Amazing Slow Downer to change the key and export each key as its own song file (this way you can make a playlist). When you click on the key change slider it will move in semitones (half steps). At the bottom of the screen it will show how many semitones you're changing. Here's a list for your reference (relative to the song being in F, which the study song "Half Steppin'" is).
+8 = C# (F# Harp)
+7 = C (F Harp)
+6 = B (E Harp)
+5 = Bb (Eb Harp)
+4 = A (D Harp)
+3 = Ab (Db Harp)
+2 = G (C Harp)
+1 = F# (B Harp)
0 = F (Bb Harp)
-1 = E (A Harp)
-2 = Eb (Ab Harp)
-3 = D (G Harp)
-4 = C# (F# Harp is usually a high-keyed harmonica, see above)
-5 = C (Low-F Harp)
Work your way up for a while. Use your next higher key until you're accurate (it may take a week or two) and then move to the next higher key and so on until you get to your highest key. Once you can do all the higher keys start moving downwards until you can get to the lowest keys. This will take a while, but it's a simple way to ensure that you're developing the important technique of being able to play in all keys (an important thing when you start playing with other musicians... keys are changed often).
In regards to technique...
The higher the harmonica you play the more you'll use the front of your tongue further forward in your mouth and the lower the key of harmonica the more you'll use the back of your tongue further back in your mouth.
P.S., If you don't have a full set of harps, then of course just skip the harps you don't own... you don't have to go in perfect ascending or descending order of keys (I listed all of the keys for your reference).