Great Saxophone Artists and Albums

Here are a few more to consider; Art Pepper, Wayne Shorter, Stanley Turrentine, Hank Mobley.

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.

"Play the Right Thing" by Lou Donaldson.

I saw him live a few years back at the Village Vanguard in NYC and became a fan.

Ben Webster - "At the Renaissance" - fabulous music and hard to accept it was recorded in 1960. Only problem is finding a copy.

Some additional suggestions:

Branford Marsalis-Eternal
Stan Getz- Bossas and Ballads; Getz/Gilberto; Anniversary; People Time
Charles Lloyd- The Water is Wide
Eric Alexander-Gentle Ballads I-V
Paul Desmond-Antigua
John Coltrane-Blue Train; Coltrane Plays the Blues