Coltrane has a lock on the greatest (in my opinion), but if you're looking for a solo that stands out both musically and sonically, try Joe Henderson's amazing opening to "Ask Me Now" on MyCoy Tyner's "New York Reunion" CD (Chesky JD51). All alone, Joe opens the cut -- for a few minutes, it's only his sax, sometimes subtly teasing, sometimes fiercely punching.
Name your favorite sax solo.
My personal favorite is Coleman Hawkins playing over Mood Indigo on Duke Ellington Meets Coleman Hawkins (Impulse). Gotta be one of the best things ever recorded. Melodic, technincal, beautiful... He was awsome even when he was just mailing it in. You can never have too much Hawk!