Here we go:
http://www.saxontheweb.net/ (this is the best sax forum online in the world!!)
http://davidvaldez.blogspot.com/ (a great blog from David Valdez, alto sax player, whit a lot of info)
http://www.lydianchromaticconcept.com/main.html (the best source for me at last for improvisation, the site of the book "Lydian Chromatic Concept of Tonal Organization" of George Russell)
I will complete these list later my friends, check this out please!!!!