I've been reading through the "Jazz Theory Book" by Mark Levine for a while now, and it's a great read as far as jazz theory (surprise) goes. I'm not sure if you already know everything it covers, but it's fairly comprehensive.
But based on the vibes I'm getting as another self-teaching sax player, one of the most crucial parts of learning improv is listening to lots of jazz - not just listening to it in the background, but analyzing, transcribing, and all that stuff. The "jazz is a language" sayings may be kind of trite and cliche, but there's a lot of merit to them - improv is basically using small predeveloped phrases but adapting them and putting them together in a manner that makes it completely unique and fits the situation at hand. It really is like a language - you use the same words for everything, but no two sentences are the same. In that sense it's best to just expose yourself to as much jazz as possible, sort of like the best way to learn a language is listening/reading it a lot.
Oh, and learn your ii-V-I's. Lots of jazz standards have ii-V-I progressions so they're pretty useful.