Re: keys and scales.
One of the tips I give my students to really help with improvisation is to map out the chord changes, then write out the scales of choice for those chords. You can usually find a key center where there is a half-step change from one key to the next. The note you move to should be exclusive to the new chord in order to really flavor the changes. If you use that as your pivot point and play you leads from there, it will accentuate the changes in chords while easing your ability to track the changes without having to think about them so much... More of your attention is placed on playing, rather than thinking...
I am going to use Blues in the Key of G, because I have one in front of me to help speed this post up....
12-Bar Blues in Key of G
[G7] [G7] [G7] [G7]
[C7] [C7] [G7] [G7]
[D7] [C7] [G7] [D7]
To make this simple, we will focus on the Blues Scales for this key... Obviously, in keeping with the changes, you will play G blues for the first 4 measures, C Blues over the 5th and 6th measures, etc....
G Blues
1 b3 4 b5 b b7 1
G Bb C Db D F G
C Blues
1 b3 4 b5 5 b7 1
C Eb F Gb G Bb C
D Blues
1 b3 4 b5 5 b7 1
D F G Ab A C D
For the change from G Blues to C Blues, you have the following options lending themselves....
G to Gb, D to Eb, and F to Gb... These new targets notes are not in the previous scale, so the listeners can hear the chord changes, and the player can certainly FEEL them....
From C Blues back to G Blues, you simply use the reciprocal of the above...
Eb to D, or C to Db would bring the most noticeable changes, though
From G Blues to D Blues....
G to Ab, or Bb to A really accentuate the changes....
From D Blues to C Blues...
D to Eb, F to Gb, G to Gb, or A to Bb will spice things up
Of course, these are just methods to help improve... Those who seek constant improvement will keep trying other methods to become well-rounded musicians...