I whistle non stop all day. I love it. I have developed pretty good technique and can double tongue, flutter tongue and do other things.
I have been learning the solos from a record by a man named Ron McCroby.
Check him out here:
Jazz
That is a streaming link to his record. It is really amazing what he can whistle. Im getting close to being able to whistle all his solos, but some of his double time still eludes me.
I find that whistling helps build my face muscles. It also helps develop good tongue control. I was once told by a professional whistler that I should get into professional whistling on commercials and such.