QUOTE(flobiano @ Oct 7 2009, 07:54 PM)

It's nice to know that I am not the only ones that have problems with it.

My lesson went OK actually, we only did the study and a couple of the other (easier) pieces that I've been working on. The other, very high piece will wait till next time - so a bit more time to practice. She also gave me a slightly different fingering for D and C# which sounds a lot better. I'll keep on plugging away at the long note practice ! I may have to invest in some earplugs!
(and maybe a set for the neighbours too)
I think the tuner does help me make those adjustments automatically - it's all about practice I guess.
Yes and yes. You need to experiment a bit with alternative fingerings to get the higher notes in tune. But there is something else. I was playing horribly sharp around top C# / D earlier this year. The problem was diagnosed as biting down on the reed caused by having too hard a reed. I have gone slightly softer (still a medium but picking out softer ones from a batch) and that has made a huge difference. My embouchure is more relaxed and everything is more in tune. The very bottom notes are actually a tiny bit flat now but that just encourages me to support more and give plenty of air - which is a good thing.
Long notes definitely. Lots of them. With and without the tuner. Octave slurs and arpeggios, that sort of stuff.
Going back to your original post, some of the changes you mention are notoriously difficult to get smooth without the "intermediate" notes. A few hints I have been given:
What are the notes that are sounding in between? That will tell you which is the lazy finger (i.e. the one which is coming down last). You have to get all your fingers coming down together so work on speeding up the slow one.
Play the difficult parts in scales more often than the easy parts. Play them slowly, and make the changes slowly. If you can make a good note change when moving your fingers slowly it will be easier when you play up to speed.
Play the difficult parts of the scale with a dotted rhythm - fast, slow, fast, slow and slow, fast, slow fast. make the slows long enough to think about what you are going to do next and make the fast as fast and accurate as you can.
For what it's worth here is what I'm doing at the moment on scales (and why).
1. Pick todays major scale. With the tuner play slow tongued arpeggios up and down to check tuning (and TONE).
2. Slow tongued scale from tonic to 8ve or 12th or "top extreme of my range" down to bottom B or Bb, back up to tonic - again with the tuner and checking tuning and tone.
3. Tuner off, metronome on. Tongued scale 72bpm playing crotchets.
4. As 3 but play each note as 1 crotchet plus 2 quavers (e.g. C C C, D D D, etc.)
5. As 4 but play each note once (e.g. C crotchet, D quaver, E quaver, F crotchet, G quaver, A quaver, etc.)
6. As 4 but crotchet, triplet
7. As 5 but crotchet, triplet (e.g. C crotchet, D triplet, E triplet, F triplet, G crotchet, A triplet, B triplet, C triplet, etc.).
8. Scales and arps as prescribed by the scale - tongued and slurred. Now at Grade 5 (where I'm heading at the moment) the speed requirement is 80bpm playing in quavers, so having played triplets at 72, this then feels relaxed.
9. Any uneven changes need attending to SLURRED as tonguing masks the problem.
10. All the above for the relative minors (harmonic and melodic).
It looks a lot but having got into it it takes about 20 minutes.