Here's a cool mp3 of Michael Brecker giving a masterclass at Berklee in 1987. Lots of interesting stuff (click here for a link to mp3). It's over an hour, so give yourself time (or download it). I ended up staying up waaaaaay too late listening to it.
One thing that jumped out at me is the awareness that great players have about their own playing (and those who came before them). I really think that if you want to improve, you have to be able to objectively study your own playing and know what needs improvement. Not in a general "I suck" sort of way, but in a "everytime I'm in this situation, I play this, and I should fix it" kind of way. The closer you get to pinpointing your problems, the quicker you can get to the business of attacking them. It seems obvious, but I think too many players hide behind the false humility of "I suck!" and never go after what they don't like about their playing.