Apart from books, your most important source of information as a musician will be recordings. Listen to albums which feature sax players. Some important styles and players to look out for are:
R&B, Soul, Funk – Maceo Parker and Pee Wee Ellis (Solo or with James Brown) Candy Dulfer, King Curtis, Junior Walker and Fathead Newman. Blues, Jazz, Rock – A.C. Reed, Eddie Shaw, Eddie "Cleanhead" Vinson, David Sanborn, Scott Page, Michael Brecker and Tom Scott. Jazz – Charlie Parker, Lester Young, Coleman Hawkins, Sidney Bechet, John Coltrane, Wayne Shorter, Sonny Rollins, Sonny Stitt, Art Pepper, Paul Desmond, Stan Getz, Dexter Gordon, Illinois Jacquet, Stanley Turrentine, Eddie Harris, Ben Webster, Johnny Hodges, Roland Kirk, Ornette Coleman, Albert Ayler, Steve Coleman and Chris Potter.
When you are listening to albums, try to sing along with the solos and imagine the fingerings and techniques you would use to achieve the sounds you are hearing. This helps you absorb the music and before long, it starts to come out in your own playing. It is also valuable to play along with albums, sometimes imitating what you are hearing and other times improvising. This is very good ear training and is also a lot of fun.