|With real instruments, I always have a tendency to go for sample based instruments.
Either NI Kontakt or Alchemy would work (though I'm not sure there's a soundpack for alchemy with a sax in it) or alternatively a SF2 player with a .sf2 instrument. I use Phenome (free) to play my SF2 files.
You can ask me hundreds "why don't you" questions, answer will be, because it works that way too. - xTr1m