Thanks for the positive feedback from those who found my comments helpful.
There is of course, much more to Jazz than I mentioned! I'd advise anyone who wants to explore Jazz to get a copy of the All Music Guide to Jazz which does a good job of describing the various sub-genres and movements of this great American art-form. It also offers reviews and recommendations.
You could also, as has been suggested, watch the Ken Burns series. Just be aware that he spends much of his time discussing early Jazz and then rushes through later movements and developments. It's still worthwhile despite its lopsided focus.