Having a definitive voice when you solo is important. In fact your style can be as equally powerful as your substance when you step up to play a solo. Players with strong personalities can help shape the solo sections in tunes in profound ways and make the music more engaging for performers and audience members alike. This post focuses on a few strategies for developing your own voice on your instrument.
Listen with the intent to model. One of the most foolish notions from younger players is the idea that if we copy other players we will develop into a clone of them and no longer have our own identity. This is a myth. I don't care how long you attempt to sound like John Coltrane, only Trane sounds like Trane! Now it is true that elements of their style and language will start to come out in your playing. This is no different than when you spend a weekend with a friend, come home, and your parents comment that you are using new phrases, saying "Where'd you learn that." Yet, you are still you. Unless you are living in a warped version of The Parent Trap, spending a day with your friends still returns YOU to your family, albeit with their influence, for better or worse. Getting seriously inside a player's style and language does the same thing. It enables us to allow their influence to affect our style.
Listen to a lot of players! This is one of the great things about jazz, there are so many influences to choose from. The more players we get into the more influences we have to deepen our sense of style. Two additionally thoughts on this - it is okay for your tastes to change throughout your growth as a musician. Staying on the saxophone theme- I can vividly identify periods of my development where I have worked very hard to emulate Coltrane, and other periods where his playing didn't speak to me the way Dexter Gordon's did. In fact, the player that is guiding my primary interest is in constant flux and certain players keep cycling back to me over and over again. The other point to this is taking time to understand the lineage of your instrument. Who have the main influences been? Who influenced them?
Lastly, a great way to develop your own sound is to follow a variety of recordings of jazz standards. Listen to a variety of players on a specific standard or the blues. Better yet, transcribe some of their ideas. Then when you interpret that melody dip into the aspects of each interpretation that you like the best.