I could use some jazz mentoring.

How about Chet Baker for moody. On Coltrane(tenor sax) try Coltrane plays the blues, his later stuff classifies as free jazz.

Try this thread.

http://forum.audiogon.com/cgi-bin/fr.pl?gmusi&976325372&read&3&4&

It was quite helpful to me as I was starting to build a library. Those that I generally enjoy include Mile Davis, John Coltrane, Bill Evans, Wes Montgomery, Dave Brubeck, Sonny Rollins to name a few of the "better known" names.

Wstritt nailed it.
Coltrane & Evans played w/Miles in his fifties' band; this was the best-loved and best-known that did for cool jazz what Led Zep did for hard rock bands in the early 70s.
Check out the ads for Classic Records 45RPM series, in the rags or on their website or acousticsounds.com. Although you might not want the $50 versions, it's a nice list of LPs many of which are what you are after.
If you also like Classical music, Miles Davis' Sketches of Spain is a great, moody LP w/his pensive solos atop a lush full orchestra. The perfect blend of jazz & classical...
Cheers, Spencer

Ahhh...great! Thanks so much for your well thought out response. I really appreciate them. I can't wait to start investigating these recommendations.

If you are looking for rather melancholy sax, try the Art Pepper CD "Ballads". It'll make you cry.