How to descipher a song with changing keys

I was working in a psychedelic song from Kevin Ayers: after suffering without finding which was the key I found out that it moved from Bb to Eb key, but the intro was Bb (I ?) - F# (bVI ?).

OK, far from this example the question is: what steps are the best in order to analyze a song and descipher its key and chord progression, when we meet some modulations and out of key chords? I think there was a a David article about it but I haven't found it.

Thanks a again.

Look out for foreign dominant 7th chords (secondary dominant 7ths, to give them their proper name). They are often (but not always) used to establish a modulation to the key a perfect fourth higher than the root of that chord. (e.g., In the key of C, the chord E7 is often used to modulate to the relative minor key A minor)

But the only foolproof way is by listening and 'feeling' the new tonic, because there are many other ways to establish a new key. The only thing they have in common is that the new key note 'sounds' like a new key note. However, many songs have foreign chords purely for effect with no intention on the part of the writer to actually change to a new key or maintain the current one. They write what they feel sounds good and leave it to others such as yourself to try and work out the key, if indeed there even is one at that point.
Kevin Ayers isn't known for thinking in terms of conventional harmony or tonality.

Also be aware that many jazz tunes, and those that are inspired by jazz, have "keys of the moment" that last for a few measures, but which involve no formal key change.

Take a listen to "Giant Steps" for a great example of this. The song is in they key of Bb, and it never changes key.

But the tonal center shifts ever couple of measures.

Thanks a lot Fretsource and King for your cool comments! esp. because I like rock and jazz ,so your input will really help me!

Thanks so much.
Cheers,
Roberto