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It's key to memorize the tune. Even better to learn it in a few keys, if not all the keys (at the very least as an exercise).

This is the only way to get "inside" the tune, so to speak. To really understand its structure, and how it's different from other tunes with similar changes.

Sure, you can play from the lead sheet. There's nothing wrong with that. From my own experience, however, my understanding from the lead sheet is superficial, and my improv as well.

I also find that it takes some time for a tune to become "mine." I can memorize it rather quickly, but I need to play it for weeks, if not months, in a variety of keys, before I feel like I own it.

But when I do, it is deeply satsifying, and I find my improvisations far more authentic that they would be if I was merely reading.

The question becomes a practical one: who has the time to go so deeply into all the tunes that are out there?

My solution is to be selective. If a tune really grabs me, I study it.
If I don't really love a tune, I don't play it. I feel no obligation to learn all the tunes out there.

For me its about creating a personal repetoire of tunes you really understand and really love.
 
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