Playing a wind instrument requires serious breath control. Anything you can do to help you develop this control is worth investigating.
While living in Santa Cruz I spent some time studying Yoga and Vedanta with master Yogi Baba Hari Dass. Hari Dass has been practicing Yoga since he was eight years old and he hasn't spoken a word for fifty-three years. Yoga isn't for everyone, but there are some simple breathing exercises that anyone can benefit from. If you happen to play a wind instrument they can be of immense value. These breathing exercises (or Pranayama) can help increase both control and capacity. They also calm the mind and balance the bodily functions. If you try these four exercises you will immediately notice some positive results. A calm mind is highly desireable for all musicians. So even if you don't play a wind instrument these Pranayam are worth checking out. They are entirely safe.
The Four Purifications
These can be found in Baba Hari Dass' book the Ashtanga Yoga Primer
1. Nadishodhana (alternate nostril breathing) - Gently exhale all air. Close the nostril with the thumb of the right hand, and inhale slowly and deeply through the left nostril. Close the left nostril with the ring finger, releasing the thumb, and exhale through the right. Inhale through the right, then close it with the thumb and exhale through the left. This makes one round. Begin with ten rounds and gradually increase to forty.
2. Kapala Bhati (skull shining) - Exhale and inhale quickly and lightly through both nostrils. Emphasize the exhale, letting the inhalation come as a natural reflex. After one series of exhalations, which should last no longer than one minute, rest and breathe naturally. Then repeat. Begin with three rounds of thirty exhalations each and gradually increase to ten rounds of sixty exhalations.
3. Agnisara Dhauti (fire wash) -Inhale, then exhale all air. While holding the breath out, pull the diaphragm up and toward the backbone; release it suddenly. Repeat this in-and-out movement rapidly as long as the breath can be held out without strain. Then inhale gently. Start with three rounds and increase gradually to ten, begining with thirty pulls and increasing to sixty in each breath retention.
4. Ashvini Mudra (horse mudra) - Inhale completely and hold the breath. Contract and release the anal sphincter rapidly and repeatedly. Hold the breath only so long as the following exhalation can be slow and controlled. Begin with three rounds of thirty pulls each, and increase to ten rounds of sixty each. (note: I call this the 'loaf pinch' mudra. It sounds freaky, but it is very powerful)
More about Pranayama
About Ashtanga (8 limbed) Yoga
Talks with Hari Dass (blackboard conversations really)
19 Rules for Self-development