They way I do is learn the parts then play it repeatedly without making any mistakes. If you make a mistake start again. Thats if you wanna learn it exact though.

Also split songs/solos into parts and write down on a sheet at what time during the song each part start/finishes - that way you can skip to whatever part of the song you want easily.

Take for example:

Guns N' Roses - Sweet Child O' Mine solo - 3:34

It works for me.