That sounds like an infomercial, doesn't it?
There is a way for instrumentalists to improve with very little effort on their part. All they need is either a really nice stereo or a good set of headphones.
......it's called listening.......
Now, I know that music students have to listen to things for theory, form and analysis, music history, etc. as well as doing listening journals for lessons. However, we should really be listening to things constantly. I'm not referring to deep, critical listening. I'm talking about just putting on headphones, picking great music, and listening to it. You can even be doing other things. Just have it playing. It doesn't have to be the center of your concentration but make it more than just background noise. In other words, you don't have to give it your full attention but it needs to be present enough where your brain can register what's happening in the music; even at a subconscious level.
When I'm talking about picking out 'good' music I'm referring to music involving masters of their art. This means spending less time listening to One Direction or the 2014 Blue Devils show (for the 184th time!) and more time listening to great artists in a variety of genres. Don't just have it be your instrument, either.
As we listen, even at a casual level, our subconscious brain tends to pick up on things that we like. This in turn gets somehow incorporated into our own playing; even if we don't realize that's what we are doing.
I am a walking talking example of how this works.
When I first returned to school at UT Martin my professor, Dr. Doug Owens, asked 'What i sthat unusual voicing your are doing in your upper register? It's very unique!' . Truth be told, it isn't that unique. In my earlier playing days I studied with Allen Rippe at the University of Memphis. He does a similar thing in his voicing. I've always been enamored with his sound and some of it invariably spilled into my own playing. I wasn't aware that I was doing it. My body just figured out how to mimic what was in my head. Even as recently as this fall, I was performing a segment of the Ingolf Dahl concerto in a studio class. There is a high F# in the passage which seems to go on forever. My classmates commented on how well I played the note and how much control I seemed to have. This wasn't due to anything in particular I was doing. I had simply heard the recording of saxophone virtuoso and jedi master Don Sinta playing that note a few hundred times (not an exaggeration) and my body just knew exactly how it was supposed to sound.
Don't just listen to your own instrument
I was caught in this trap for a long time. The longer I've been around, though, the more I realized that I should listen to everyone. Find an absolute master on their instrument or voice (Yes, instrumentalists, listen to vocalists. You'll learn something. ) or.......pick a great orchestra or chamber group so you can listen to multiple masters playing together. You WILL glean things from all of it. Listen to how Heifitz attacks a note. Listen to how Casals and Perlman play phrases better than pretty much any mere mortal. Listen to the Chicago Symphony and be blown away by how their brass plays together. Listen to the New York Philharmonic and be dazzled by how their woodwinds can just seemingly appear from thin air. Listen to great vocalists in a variety of genres. Listen to Miles Davis say more in three notes than most of us say in our entire life! JUST FREAKING LISTEN.
Learn at least a dozen masters of your instrument. Then, learn a half-dozen (or more) on as many instruments as you can.
....I 100% guarantee, if you start listening like this you will be a better player and a better musician. You may not realize it right away but in time your playing will change dramatically from doing this.