Musicnotes is a great all-round music teacher. Don't be fooled by the fact that their main focus is on sheet music. Yes, you get the sheet music, but you get far more than that. For example, if you're trying to learn a song on guitar, you get not only the sheet music but also a video showing you exactly which notes to play on the guitar and their timing.
I can't speak to intelligently about their brass, strings and piano content because I only play guitar. I can tell you that having professional quality visual aids with a bunch of high-tech, interactive features built in really cuts the amount of time and effort that goes into learning a new song.
If your serious about playing songs properly then I recommend you take a look at musicnotes. It's helped me learn a whole bunch of covers for my band quickly and easily.