Great Saxophone Artists and Albums

Assuming you're asking for Jazz, here are a few living artists—

Branford Marsalis - any album. Perhaps more talented than his more famous brother. Contemporary, yet well grounded in tradition.

Joshua Redman - any album. Creative, fresh, distinctive, expressive, inspired. . .

James Carter - any album. Best recording quality of the three, yet all are excellent. Carter is edgier, crosses stylistic boundaries and blends in contemporary pop influences.

Any album by Ben Webster

You can always check out these more recent names:
Chris Potter
Gerald Albright

True as others saying once you dig on Sony Stitt, Canobal Auderley, Lee Konitz, Yan Garbarek, Michael Brecker, you'll understand that Kenny G deserves no attention as musician. The saxofone alphabet is HUGE and full of great legends! Hopefully you'll slowly understand jazz.
For ligher sax music perhaps Boots YaketiSax Randolph would make much more sense vs. Kenny...

other coltrane releases- black pearls, coltrane
hank mobley- soul station, turnaround, dippiin'
dexter gordon - go and whatever album has tanya on it
stanley turrentine- jubilee shout
cannonball- live in sanfran, why am i treated so bad(first side rocks just as hard as any rock show