This is one of many excellent posts on the Sax on the Web forums, this one by TJ (http://www.tjontheroad.com/):
The age poll thread has inspired me to assemble a guide for those of us like me who come to the sax later in life or have returned after being absent for to long.
1) Don’t quit your day job. As tempting as that maybe, your significant other will likely quit you as well. But, your bill collectors will stick with you.
2) The sax is best learned with a teacher. If you want to teach yourself, try the guitar.
3) You’ll drive yourself crazy with more gear, but you’ll get better with more time spent playing the gear you already have.
4) Start with the instrument pitch you like the sound of most. Baritone, tenor, alto, soprano, etc…. It doesn’t matter. Just play it everyday.
5) Go out and meet other players like you. Join a community band or a local blues band. Playing live music is the best place to gain confidence.
6) Forget about that kid prodigy who plays better than you. He/she will not be the last to come to the scene. Keep your focus on what you want out of your sax.
7) Reading charts and music theory are vital to improving your understanding of the saxophone. Unlike the piano or guitar, the sax offers little to no visual guidance and/or reference. It’s all in your head (and heart).
8) Set aside a practice space for yourself that’s away from distractions and distracting others. No one as yet has invented a decent usable saxophone "mute" although there have been many attempts.
9) Listen! Listen to all the greats past and present. Go out and see live saxophone music and attend as many seminars as you can. Record yourself with a self critical ear. You can not listen too much.
10) Have fun and don’t give up.
11, yes this goes to eleven) Long tones… again, long tones.
Of course, this list could apply to many players here of any age.
The Bis Key Chronicles 
I never played an insturment…well I played the acordian as a child. My dad got one and the kids played it. A very heavy insturment as a child. Now I have a grandchild who is really good at the piano. BTW…I checked out the $100 laptop…I think I will skip that one.
Practice what you preach, I am waiting to her your long tones instead of jamming to jazz.
Why do you think I practice those ballads? It’s not only to find great fodder for Nicky’s next solo–it is all about slow, long tone songs to work on my intonation and voicing for the various instruments that I play. And now that you are moving into your own house, you won’t get to experience those dulcimer tones as much. No more listening to the Dissonance on Tuesday night, the jazz jams every six weeks to the wee hours of the morning, no more Inspector Gadget sessions on Fridays. Admit it, you’ll miss them all. :o)