I've been getting really interested in improvisation myself. I've started out with basic blues forms simply because most people who teach blues improvisation stress that this is a good place to start, you can expand into everything else from there. or at least so they claim.
I've just ordered the following Blues Improvisation book. This is a book that Paul Inglis recommended in another thread entitled "Blues scales" in the "Playing" forum. After seeing Paul's recommendation I looked up the book and read about it, it appears to be a book that addresses the actual art of improvisation.
Blues Improvisation Complete: Bb Instruments, with Play-Along CD
(you can also get his in Eb, or C) I chose Eb for Alto sax.
Although as BigMartin and Randy Hunter have both pointed out, improvisation is a personal art. It's ultimately a matter of personal expression. So there is no concrete technique or methodology that could be called "The Correct Methodology of Improvisation" for if there were such a thing, then it would no longer be improvisation, but instead it would be a very rigid technique.
Having said that, the more techniques you have under your belt the more tools you'll have for your artistic musical expression. Just like a painter will have more tools for expressing their art if they also know more techniques.
So any techniques you learn will be more tools under your belt. How you apply them is what makes your musical art unique.
I haven't received my copy of the Blues Improvisation Complete book yet so I can't say what it's like, I'm taking Paul's word for it that it's a worthwhile study. Although I did read descriptions of the book and reviews. Even though it states that it's "Blues", according to what I've read it actually covers various genres of music such as Latin, Fusion, Rock, as well as Blues.
At my level I'm bound to learn something. There's really nowhere for me to go but UP.