The sax has some great soloists that model exceptional sound and technical ability. Below is a short list of some great places to start. Remember that nothing beats live music, so go to see the local symphony orchestra and to college wind ensemble concerts close to you.

Suggested professionals (in no particular order)
Lynn Klock, Scott Plugge, Ken Tse, Otis Murphy, Jean-Yves Formeau, Nobuya Sugawa, The Prism Quartet, The Rascher Saxophone Quartet