I listened to Terry Gross's Fresh Air interview with Tina Fey, and came away with two interesting bits of advice:
1. When you're in an improv group, and your buddies are doing a scene, when do you come into the scene?
Is it when you have an idea? When you have a joke?
Nope -- it's "when you're needed." When the scene is starting to drag, or someone's mentioned something that would be better if acted out. You don't push yourself into the scene; you let the scene pull you in.
2. When she wrote for a guest host, she wrote down two sorts of ideas: ones that go with the host's personality, and ones that don't.
Sometimes the most original ideas, natch, come out of the ideas that don't go with the host's personality. The one she was referring to was a hospital sketch in which Alec Baldwin played a little girl afflicted with a disease that made her look like a handsome adult man, so the nurse kept coming on to her ... weird. But good.