If they gave Oscars in jazz, saxist Sonny Fortune would have a lock on that “best supporting actor” category. It’s no accident that McCoy Tyner, when he established the working quartet that solidified his career in the early 70s, chose Fortune to front the band; or that, a few years later, the best of Miles Davis’s electric bands included Fortune’s fiercely grounded saxophone solos in their eclectic mix; or that cornetist Nat Adderley’s happy return to jazz depended in large part on Fortune’s presence for its success. A fearless improviser, Fortune gives the impression of a jazz sensei: he seems to have so much music under his fingers that you expect some sort of improvisational wisdom whenever he solos. More specifically, he brings a keening edge to his rich sound on both alto and soprano saxes, and he produces one of the deepest tones on flute you’ve ever heard in jazz. His solos have bite and a powerful lift, and when he leaps to double time they crackle with an electric lyricism. When he goes the ballad route, he recalls the open-ended flower power evoked in the 1960s by such musicians as Charles Lloyd and Cannonball Adderley. But he almost never leads a band outside of New York, his hometown–I can’t remember the last time Fortune shone on his own in Chicago. His albums also have been few, far between, and a little spotty–a recent tribute to Thelonious Monk never really caught fire–though his latest, 1995’s A Better Understanding (Blue Note), lived up to its title in concentrating on Fortune’s many strengths as a writer and improviser. In Chicago the hard-driving Willie Pickens leads Fortune’s rhythm section from the piano, with bassist Dan Shapera and guest drummer Ed Thigpen, who I think provides the key for this engagement. One of the music’s great spirits and a percussion wizard, Thigpen should spur and shape the saxophonist’s impressive creativity with his far-ranging curiosity and impeccable technique. Tuesday through Thursday, 8 and 10 PM, next Friday and Saturday, May 24 and 25, 9 and 11 PM, and next Sunday, May 26, 4, 8, and 10 PM, Jazz Showcase, 59 W. Grand; 670-2473. NEIL TESSER