I made up an exercise that I've been using to warm up for the last few months. I went back to basics because I was still having trouble seamlessly shifting keys on jazz tunes.
I choose to view the fretboard as five connected CAGED positions for any given key. In C, that means I've got scale positions starting at frets 3, 5, 7, 10, and 12 on the 6th string. Some refer to these positions using the shape of the root chord: A, G, E, D, C, respectively. But I don't like to confuse myself with extraneous note names. I dig numbers, so I refer to each position using the strings on which the root note appears: 35, 136, 146, 24, 25, respectively.
Knowing all these positions is useless if I can't connect them, so I need to know the connections between each pair as well as I know each isolated scale shape. This brings me to the initial exercise. Choose one key. I'll stick with C. Start at the lowest position you can. (I start at 35 for C, avoiding positions with open strings. This is why I suck at using open strings in my solos. This will not stand. I'm changing my ways starting now.) Play through the entire scale shape, ascending. When you reach the highest note (A on the 1st string), slide up to the highest note in the next position (C on the 1st string) and descend through that entire scale shape (136). When you reach the lowest note (A on the 6th string), slide up to the lowest note in the next position (B on the 6th string) and ascend again. Repeat and go as high as you like. (Sometimes I go an octave above my lowest position, sometimes to the upper limit of my fretboard.) Descend in the same manner back to your starting point. Use a metronome and don't miss a beat on those slides. I do this in all 12 keys via the cycle of 4ths.
Now for the mother exercise. Follow the same pattern as above, but switch keys with every position shift. A few more restrictions are required for everything to fall into place. Start in Ab, position 146 (start on 3rd fret, 6th string). Ascend the neck, shifting the key up a 4th on each position change. After playing an A scale at the 16th fret, position 146, turn around and descend. This should take you through 11 positions and 11 keys until you reach Eb, position 25, ready to ascend again. Continue, and you'll start your ascent in a different key each time (they'll shift down by 5ths), just turn around on the position 13 frets higher than your starting point. (The first example started on Ab, 3rd fret, and turned around on A, 16th fret.) I chose to start with Ab 146 because this allows 12 cycles up and down the neck, the last one starting with Db 25, the lowest position without using open strings. (Hello again. I promise, I'll start using them.)
I'll introduce a tricksy variation in Part II.