If you are looking for a more jazzy sound, i find that focussing on chord tones rather than going up and down the scale can be very useful. You have to be aware that non chord tones are less consonant than chord tones, and when you dont exploit this in improvisation, you tend to sound less like you are improvising a melody, and more like you are mechanically repeating a scale. Play big arpeggios, play small voicings harmonically (as in not arpeggiated.) One litting trick i like to use when i'm improvisng and going for a jazzy sound is launching 7th arpeggios from each note in a scale. It works ascending or descending. For example if I'm in C major, and i'm doing it ascending, I'll play a C maj7th arpeggio, then a D min7th arpeggio, then an Emin7th arpeggio and so on. The great thing is you dont have to memorize the arpeggio shapes. If you know how to play the 2 octave scale, just start from the root, and play every other note, those are all the chord tones. A 7th arpeggio would entail playing the first four. Then you start on the second note of the scale and play every other note, if you are in a major scale this will give you a minor 7th arpeggio. If you are not familiar with all the theory, i suggest you find a good internet site and study up, as it is much easier to move beyond blues/rock improv if you know why the notes sound good when you put them together in certain ways.