Guitar pro 5 does alot including slowdown and speed training without pitch alteration, but I think this is just on the Guitar Pro midi files. If you want to play and slow down a CD or MP3 then "the Amazing Slow Downer" is a good piece of computer software to buy.

Also WavePad does the same thing and so does other software such as Adobe Audition 3
Alternatively some hardware e.g. the Boss Micro BR can do it too.

To do all of the things you want you may need something like Guitar Pro 5 and something else such as these.

http://www.ronimusic.com/amsldowin.htm
http://www.nch.com.au/wavepad/
http://www.bossus.com/gear/productdetails.php?ProductId=818
http://www.adobe.com/uk/products/audition/?sdid=GWREN&

Let me know how you get on
Good luck
George