The saxophone is a wonderful instrument, not too hard to play, but difficult to play really well.
The saxophone belongs to no particular instrument family, it is made of copper as brass but the sound is produced by a piece of wood called a reed that vibrates when we blow on it.
Yet included in "classical" bands it is very apreciated in "jazz" bands.
The saxophone family is composed of:
The soprano 
The alto 
The tenor 
The baritone
There exists some rarer saxophones: the sopranino and the bass.
I may have some pictures soon.
Some great Saxophonists:
Marcel Mule
Charlie Parker
Sidney Bechet
Lou Marini
Tom Scott
Tom Malone