Take a look at what Doug (Deaf Child) has to say above, he is dead-on. Single notes must be consistent and comfortable before really attempting bending. This is the most important factor.
I'm in the process of updating the Single Note section of the website to better define and describe the "Vertical Slot Single Note Method" (corner blocking). But, this method is the advanced version of the "Whistle Method" which is described in detail already here. Here is some info on this technique from our TERMS and DEFINTION page-
"Vertical Slot method- (sometimes referred to as Corner Blocking) A single note technique which is the advanced, admittedly more difficult, but preferred version of the whistle method (whistle method is also referred to as "lipping" or "pucker" method). Instead of involving your tongue to achieve single notes, as in Tongue Blocking (also recommended for intermediate and advanced players), the vertical slot method creates the single note by dropping the jaw down and slightly back and then using the corners of the mouth to block the surrounding holes. This is in contrast to the simpler whistle method where you play a single note with tight, pursed lips. The act of dropping your jaw creates better tone and volume and eliminates the ability to suck and blow with your lips -- the main cause of thin tone and slightly out-of-tune notes. Blocking the surrounding holes with the corners of your mouth also removes the need for any tightening or tension in your lips."
After that, for bending, "tilting the harmonica" works for most people to get started, but there is a whole section on the site devoted to different tricks and tips to get bending happening-
Also read the Forum member supplied suggestions and tips for bending-