I personally don#t use them. I don't see what they can possibly do that playing music in general can do. Transcribe a solo or improvise. Try to forget about the notes, and the theory and just listen to your sound and the expression. You will naturally know what pitch you want to play next, so find it on the sax and there are your first two notes, keep doing this till you develop a theme and voila, you have improvised a melody and now you can expand on it with all sorts of little tricks like inverting it, changing the rhythm, changing a couple pitches, modulating to different keys, all sorts. the less notes you start with, the better you'll be at the end. Restrict yourself to three notes (any octave) and spend an hour improvising on those three notes. It's easily done. If you've run out of ideas within 20 minutes you aren't listening. You can fill a minutes by playing the same thing over and over with very slight rhythmic alterations and expression and it stays interesting. Start with C F and G, (I, IV and V roots in C) Then move on to their triad tones C,E,G F,A,C and G,B,D. Then you can add in the b3, b7 and you've probably already spent a month improvising and came up with hundreds of your own personalised little patterns and licks.