One problem with the question you (OP) have posed here is that the sax can go so many ways that it's safe to say that there are great sax recording that you'll love and great sax recordings that you'll hate.
Given the Kenny G reference, I'll stick with mainstream melodic playing (tho more widely admired songwriting) and suggest Coleman Hawkins "Body and Soul". You can leave some of the more adventurous material for later.
Given the Kenny G reference, I'll stick with mainstream melodic playing (tho more widely admired songwriting) and suggest Coleman Hawkins "Body and Soul". You can leave some of the more adventurous material for later.