The way you are doing it is a actually a good way. Using a tuner to make sure you are going to the correct pitch is smart. HOWEVER, you should keep in mind that even the pros may not go exactly to pitch. Not because they can't, but because they just bend it to the sound they want. If it isn't 100% correct pitch, it doesn't matter, as long as it sounds good.

In Freebird, pay attention to that and see if he actually goes to an exact pitch, or slightly higher/lower. Your ears may be used to hearing a note that is technically "wrong" so when you play it "right", it will sound off. Either way, it is still a good idea to keep doing what you are doing and learning the correct pitches. It will not only help for bending, but for almost everything you do with guitar later on in terms of ear training.

Playing alone will give you a huge wake-up call if you are always used to playing with the song. If you have the song going, it is much easier to follow along in your head and it makes it easier in a way. Play a song by yourself and you are now in charge of keeping the rhythm, timing and pitches perfect. I got my wake-up call when I first started my band. Songs that I have been playing for years along with the CD all of a sudden SUCKED when we tried to jam with just ourselves.