Embelish
I have really been able to develop what I would call *my* vocal style, by immitating other vocalists.
Some of the vocalists I've studied, are pretty well suited to my voice, some not. Even still the ones that are either way out of my range, or tonal spectrum offer a good challenge. A good example of this is Tony Braxton- my voice definitly doesn't do her justice, and I can't completely match her range, but I think she is one of the tastiest vocalists out there, so I've worked on several of her tunes.
I play percussion too, so I'd apply the analogy of rudiments (little foundational drum exercises) to this practice. At first you start out with really basic ones (like Layla's memememe and eeooeeoo), then work up to more difficult ones (try a Toni B, Boyz to Men, or Stevie Wonder run and work on it until you can nail it), then you'll find yourself able to use it, or some semblance of it in your own runs and improvs (just like drum rudiments will often show up in drum fills and solos).
I am a big fan of ballads and R&B, so in order to learn the style, I think it's been important for me personally, at least, to work on immitating some of my favorites, and from that, I've formed what I would consider *my* style. Ask even the great musicians who their influences are and they'll give you a list. You can bet that they spent some time learning pieces from those artists, and usually you can feel an incling of the "influential artist" in their style.
Someone mentioned not hurting your instrument, which is a good concern. I definitly used to strain on some things that I should have approached differently. My vocal teacher absolutly helped with that, but even once you know your limits, I think it is good to push them a little.
My 2.5 cents
-J