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Watch the Changes: Rhythm online guitar lesson by Jeff McErlain from Blues-Rock Evolution

There are many variations on the blues progression. For cool turnaround changes on a slow blues, check out the Allman Brothers' version of "Stormy Monday" on Live At Filmore East. For jazz blues, listen to "Billie's Bounce" by Charlie Parker; just learning the melody to that tune is a real workout in playing "on the changes".
And for a souped up minor blues, there's Zeppelin's "Since I've Been Loving You" on Led Zeppelin III, with Page playing both "over" and "on" the changes. I love Zeppelin.