Music Notation Software for Practicing
If you don't have a piano/keyboard around (the most common reference instrument), a music notation program can work just as well... if not better. When working passages that include bending... such as the simple C Major Scale on the C Major Harmonica, where the F and A are whole step bends... notate that scale in the program and use the playback controls to set the speed and play along.
I use the full version of Finale, though makemusic.com has many version of the software... one being free.
A side note... as someone studying the upright bass, which has no frets, I use this daily. It's so important that I feel that I'm wasting my practice time if I'm not using this tool.