And for Sanborn, it's been one hell of an adventure.
The 74-year-old alto saxophonist has released 24 albums, won six Grammy Awards, and been a genre-defying chameleon as a session player and sideman for the likes of David Bowie, Stevie Wonder, Linda Ronstadt, Paul Simon and James Taylor, among many others.
Jazz means a lot of different things to different people, but Sanborn prefers to consider it in expansive terms. The music is "about stretching the boundaries and not being locked into anything."
"Some people tend to get very territorial about what their own interpretation of jazz is and when it supposedly began and ended," he says. "Jazz to me is always about exploration. It's about why not? It's asking that question. As long as there are creative, intelligent people making this music, it will continue to grow and thrive."
As someone whose career has straddled both sideman and frontman, and whose playing has blended jazz, funk, pop and R&B, Sanborn says part of the beauty of jazz is it's part of the family tree of so much American music.
"There's a certain kind of implied continuity to the history of jazz, from Jelly Roll Morton up to the present day," he says. "But there are elements of jazz in every aspect of American popular music. Jazz is the wellspring. It's not something that's static and sits there, inert. It's always evolving, always changing, and some people don't like that. That's never been some point of view that I'm interested in. I don't like to be exclusionary about it.
"I understand the people who are protective about what their own particular definition of jazz is. But the fact that's a lively conversation to have is almost everything you need to know about the state of jazz," he says. "The more confusion the better. Let's have that conversation, but in the meantime, let's make music that questions the boundaries and the borders."
That perspective is a natural produce of Sanborn's long and varied career, one that began when he'd barely hit his teen years.
Sanborn had contracted polio as a young child, and he started playing saxophone as part of a therapy regimen to strengthen his chest muscles and improve his breathing. But in terms of becoming a lifelong musician, it was hearing the music of Ray Charles that became the catalyst for Sanborn, connecting with that thrilling combination of jazz, R&B and gospel. He was also inspired and influenced by the sound and the vibe of his hometown of St. Louis and the Chicago musicians who'd venture south to play.
"Music at that time in the '50s was very regional," he says. "Growing up in St. Louis, which is a very soulful town, there was that very strong gospel-blues element to jazz."
He earned his stripes at a young age, sitting in with blues legends like Albert King and Little Milton at the age of 14. Once he felt comfortable with that, he'd feel comfortable playing with anyone.
"I just went out there and did it. You put yourself in those situations where you're always risking major humiliation, but you have to step on the wire to find out if you're going to fall or not," he says. "You get your ass kicked and you learn and grow and it tests your dedication to the music."
Over the next decade, he studied music at Northwestern University and the University of Iowa, moved to California, joined the Paul Butterfield Blues Band, and performed at Woodstock. He moved toward funk in the '70s and released his solo debut, Taking Off, in 1975, the same year David Bowie released "Young Americans," featuring Sanborn on sax. In the '80s, Sanborn released four consecutive No. 1 jazz albums.
But through it all, what he's loved most is performing.
"To be able to play live in front of an audience, where you're giving something to them and they're giving something to you, there's nothing like it. You're standing on the stage and having this four- or five-way conversation with the other musicians," he says. "Basketball players talk about being in the zone—that's really what it is. There's nothing more addictive."
That feeling is why he keeps taking his show out on the road after so many years.
"It's the way you feel alive. It's like breathing or eating. You just do it," he says. "It just keeps you coming back. And it's always different and it's always surprising and it's always gratifying. That's the juice right there."
With his current band, Sanborn is excited to be onto something new, with a mix of tunes he hasn't recorded yet. Rounding out the quintet will be Geoffrey Keezer on piano, Billy Kilson on drums, Ben Williams on bass and Michael Dease on trombone.
"I've been playing music that I guess would be more straight ahead, for lack of a better description," he says. "We're taking a lot of chances and stretching a lot of boundaries. It's not necessarily what people are used to hearing from me."