
In my experience, scales are not all theyre cracked up to be - people say they help technique and sight reading - i really have never been able to see how. The only problem is taht they are really improtant for Jazz - so you kinda have to know them.
one way i find of learning them is playing in different styles. Play the scale starting on a different note (eg C maj on e etc.) - this is very useful to jazz and helps you remember.
Also try playing them in thirds (1,3,2,4,3,5,4,6,etc...), and JAZZ EM UP.
Also... try Jamey Abersolds book - VOLUME 24 - "MAJOR AND MINOR" - it has tracks on it that help you learn scales for jazz on ANY INSTRUMENT - which helps you learn both your scales and your Jazz. Try it out on jajazz.com or order them frrom one of his agents in enlgand - eg jazzwise.
Hope this helps - just stick at the scales - they borin but important for jazz.
Keep up the sax - it rules.