Can you recommend any good books or magazines about the saxophone?

The Art of Saxophone Playing, by Larry Teal

Practice Like The Pros, by Sue Terry and Step One Play Alto Sax, by Sue Terry. There is a tenor sax version as well.

Sue was one of the pioneers at the Hartt School of Music and an inspiration to me, and an EXCELLENT composer, player, and author. Sue has worked with some of the most influential musicians including: Barry Harris, Clark Terry, Al Jarreau, Dr. Billy Taylor, Walter Bishop Jr., Mickey Roker, Chaka Khan, George Duke, Irene Reid, Howard Johnson, Juan Carlos Formell, Jazzberry Jam, Teri Thornton, Hilton Ruiz, Dr. John, Mike Longo, Dianne Reeves, and many others.

Technique of the Saxophone - Volume 1: Scale Studies and Technique of the Saxophone - Volume 2: Chord Studies, by Joe Viola