It's been playing woodwind which has given me my good pair of lungs.....and I play the recorder, hardly a high pressure instrument

. I breathe far more slowly at rest than most non-wind players do, and have a pretty good peak flow measurement (asthmatics check this one from time to time, and I only do it out of nosiness and because I have the means to at work).
One of the commonest reasons wind players feel as if they're out of breath is, as Barry says, not having breathed out enough - and the topping up with small breaths is well known for causing this feeling. What happens is that stale air builds up at the bottom of your lungs, and gradually accumulates more carbon dioxide: it is carbon dioxide which generally drives our feeling of needing to breathe, more so than lack of oxygen, so if you have not breathed out fully, you're quickly going to feel as if you need more air....when actually what you need to do is empty your lungs out first. As medical students we were taught how you can simulate an asthma attack - asthmatics have the same problem, it's not nearly so much about getting enough air in, as getting enough waste air out, which causes the horrible sensation of needing to breathe.
That also means that it is best to practise taking diaphragmatic breaths, and also breathing out using mainly the diaphragm. Yipee, because that also gives wind players the best tone

. If you take a "big breath" but have done so by dragging your shoulders up high, you just stick fresh air in the top of your lungs, tend to breathe out the same way in reverse, leaving all the stale stuff at the bottoms of your lungs, which then screams at you that you haven't breathed enough. So, use the diaphragm to drag new air to the bottoms of your lungs, and then use the diaphragm to shove that back out again. Learn how much air you need for a phrase, and don't breathe in more than you need - or you'll also be left with stale stuff. And try an oboe out. Oboists often have to breathe out before they can take another breath in, cos they're shoving the air down a drinking straw, and find it difficult to shift all the old air before tney need to take another breath in

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I'd agree with the 45ºangle too - think about the way the air curves over your palate and down the instrument. You want a smooth flow-line for your air for the best tone, and 45º will match the outflow from the front of your palate very nicely - minimal turbulence. Hold the instrument too low, or too high,. and you put a kink in that air flow column. You may have seen musicians sometimes holding their instruments very high for dramatic effect (I'm thinking jazz here), but if you look carefully, they also bend their heads back, and still have that same angle between head and instrument.
Oh - and on dancing - same applies, your airflow column must come first, move around that by all means but don't use so much energy that you are stealing oxygen from the music

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