Scales and all that

Players of the saxophone are infamous for being the kind of musicians who want instant gratification - searching for short cuts - assuming that the 'cool' sax is not like other instruments; there is an assumption amongst some students of the instrument that the great sax player is born not made and that hard work and endless practice is the reserve of violinists and pianists.
Needless to say that is far from the case!. Like any other instrument the corner stones of being a good sax player are the traditional techniques of scale playing and long note practice.
As an advanced player you will already be familiar with quite a few scales and their arpeggios. The question you have to ask yourself is how long will it be before you can play them all? When a mate says 'What key do you want to play in? how long will it be before you reply - 'You decide'? Guitarists, for instance, tend to favour certain keys, namely E, A, D and G. That puts the Alto Sax player in the keys of Db, F#, B and E. It's like a conspiracy to make you us play in nasty keys! It's no better for the Tenor player either. Once you know these harder keys really well they will feel like second nature and none of it will be a problem.
Beyond the 12 majors and the 24 minors prescribed by Grade 8 (ABRSM) you need to keep working at what is almost an unlimited number of scales. Here are a few to get your teeth into:
1. Try 'chaining' the major arpeggios - i.e. play Bb major two octaves but instead of playing the last note on the way down - Bb - play B followed by the B major arpeggio... and so on. Then do the same with the minor arpeggios and the diminished 7ths.
2. Learn the arpeggios - sure, done that, - now add the flattened 7th (Bb in C major) and then the ninth (D) then the 11th (F) and finally (A). Do that with all the majors and minors. That should keep you busy for a while; let me know when you're done!
Finally, I am not a believer in scale books. The whole point about scales is that you can play them from memory. If you need help working out what the notes are then just ask someone or work it out for yourself - it isn't that hard!

Scales really are the basis of your finger technique, jazz or classical, reader or improviser - makes no difference. How good you are will always have a direct and undeniable relationship with how many hours you have spent playing scales.