Mock/Ghost Playing
In addition to Dave's "Learning a new song/lick strategies", I also like to play through the song/lick over the top of the track but without making sound through my harmonica. My mouth will go to the right holes and my tongue will go to the right place for bends but I won't blow or draw air through the harp. I'll just go through the motions and listen carefully. I find this especially useful for licks that are giving me timing trouble and paying attention to dynamics. It's a little more active than just active listening. Every few months I'll pick up a Little Walter song I've learned in the past and do this. I always seem to find spots that could be improved in my duplication of it.
-Taylor