I must say that I feel that learning licks in every key is a total waste of time. First of all, licks work better in certain keys and do not lay well on the horn in others. Second, if learn a pattern in 12 keys then you're much, much more likely to repeat yourself. Even if you play the same lick in a different key it's still going to sound like you're repeating yourself. Wouldn't it be more productive to learn 12 different licks in 12 different keys than to learn one lick in 12 keys? It really wouldn't take much more time and you'd end up with 1200% more usable material at the end of the day.
Don't get me wrong, learning to play in every key is critical, but learning licks in every key isn't the best use of practice time even though it's generally accepted as the way to learn jazz. Instead, practice moving small cells around to different keys, not entire phrases. This way you'll still learn to play ideas in different keys without becoming a lick machine.
A good example of what I'm talking about is Mr.X's (well known teacher at a major Jazz school) teaching method, which is the common way of going about learning to play. He gives all his students pages of Bebop licks and makes them learn them all in every key. What's the result? They end up all sounding as stale and contrived as he does. Mr.X has this certain 9 note chromatic approach that he likes (C.B.Bb.D.F.A.Ab.F#.G) and he likes to play things in every key. Once I counted how many times he played this one very recognizable pattern in one solo and I think it was something like 13 times, in different keys mind you, but it still sounded redundant.
The saxophone is set up a certain way ergonomically and some phrases just don't work well, or even sound good, in certain keys. A good illustration of this is to try to play through the Charlie Parker Omnibook in concert or Bb. The lines do not sound smooth and so they do not make as much musical sense. You would never want to play most of Birds phrases in keys other than the key he played them in. That was part of what made him sound so great, his lines were so effortless. They wouldn't have been effortless if he had been playing those lines up a minor sixth or up a fifth. Even Bird would've sounded clunky.
I realize that many teachers would strongly disagree with me about this, but it seems pretty clear to me. The main thing to watch out for when you learn licks is not to sound like you're playing licks, so learning everything in all keys is obviously not the best solution.
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