I am having a slow afternoon at work, so I thought I'd respond to your post. I started listening to jazz seriously about 40 years ago, and have a number of saxophone favorites that I can suggest. First, however, a few introductory comments.
Prior to the early 1930's, the saxophone was not used as a solo instrument, but rather as an ensemble instrument. The saxophone family ranges from soprano sax (highest pitched), alto, tenor, baritone, and bass (lowest pitched). During the early days of jazz, there was also a C-melody sax that was sometimes played, but it dropped from common usage.
The first truly great saxophonist was either Sidney Bechet or Coleman Hawkins, depending on your point of view and timeframe. Bechet initially played the clarinet, but later adopted the soprano sax and played it almost exclusively. Bechet was an extraordinarily gifted musician, but he did not have a broad American following. It was not until he went to France in the 1930's that he was acknowledged for his genius.
During the 1930's, Coleman Hawkins and Lester Young established the two stylistic schools of playing which still prevail today. Both played tenor, but Hawkins had a rougher, grittier tone that featured a lot of vibrato, whereas Young had a much lighter, airier tone that featured very little vibrato. From these two masters have derived virtually every modern sax player. The following list, broken down by type of sax, should help get your started:
Soprano sax:
1. Sidney Bechet
2. John Coltrane
3. Wayne Shorter
4. Steve Lacy
Alto sax:
1. Lester Young
2. Charlie Parker
3. Johnny Hodges
4. Art Pepper
5. Lee Konitz
6. Warne Marsh
7. Paul Desmond
8. Julian "Cannonball" Adderley
9. Eric Dolphy
10. Phil Woods
11. Bud Shank
12. Frank Morgan
13. Kenny Garrett
Tenor sax:
1. Coleman Hawkins
2. Lester Young
3. Ben Webster
4. Sonny Rollins
5. John Coltrane
6. Johnny Griffin
7. Dexter Gordon
8. Stan Getz
9. Sonny Stitt
10. Zoot Sims
11. Wayne Shorter
12. David Murray
13. Charles Lloyd
14. Rahsaan Roland Kirk
Baritone sax:
1. Harry Carney
2. Gerry Mulligan
3. Pepper Adams
4. Ronnie Cuber
Not all of these artists may play in a style that you initially enjoy -- but they do provide a range of sounds and styles, and over time you will develop a deeper appreciation of their abilities. Good listening to you!
