Have a look at the Native Instruments site they have some nice instruments and also some excellent sample phrases that work really well in their Kontakt player.
Another place to look is ueberschall they have a couple of sax libraries that can be manipulated with their free player. Unfortunately they used to have two players and the first one was way better but for some reason they discontinued it, go figure??
My preference out of these libraries is Kontakt, it is supported far better and is probably the sampler of choice by all producers. Well supported by NI and also a huge number of third party products available for it is well. It is also very easy to make your own instruments from a few well recorded samples if you are into that sort of thing.
