hey,
in addition to long notes, playing etudes and scales try looking up the "Jamey Aebersold" series of books and play alongs, at first they may seem a little complicated but in time you will get to grips with them and most saxophone players will agree this is a well respected series, it never did me any harm and i still use them today after playing over 25 years and many top pro sax players have used these helping with ear training, playing along with a rythm section in jazz and in particular improvisation as the play along gives you plenty of space to try your new ideas, starting from simple excercises to more advanced approaches.