Hey Sulyen!
Here's one of my very favourite exercises for blues; you do it "by the numbers," though, rather than reading from a book.
1. Starting in C (i.e. over C/C6/C7 etc.), play this pattern using straight eighth notes:
1-3-5-4-3-4-2-1
:line0: :line1: :line2: :space1: :line1: :space1: :space0: :line1:
This should sound familiar
but not very bluesy: it's a basic major pattern you'll find in a million books, and you should be able to do it smoothly with good tone and at a good clip.
2. Once you've got that going nicely, flat the three and play that a few times.
3. Once you've got that going, alternate back and forth between the two.
4. Once you've got that down, play it with the flat three and the flat five as well.
5. Now alternate all three patterns.
If you've kept your good tone and speed, this should sound awesome and nice and bluesy. Once you've got it down, finish it by playing the coolest blues lick you can, but resolve to the major third (i.e E :line1: )
Now do this in all keys (I like to go by fourths).
I like this exercise for a number of reasons, but especially because of the way it forces me to think about the sound of the major 3, the flat 3, and the flat 5 in relation to the basic chord. This is something that just playing the traditional blues scales doesn't do.
I also love to use this one to practice low notes: when I'm doing Bb, B, C, and C# I really dig into these low tones and try to tongue them really nicely. It also forces you to know where the 2 and the 4 are in all keys, which also helps big time when you're playing blues
Cheers,
Rory