I discovered yakuza on youtube. They are neat, I must admit. It is close to the lines of what I'm looking for, but at times it still seems too chaotic to be metal. Hopefully you know what I mean. They seem more -core then metal, but it still is awesome. I prefer more melody, I guess, or at least more focus on a riff, then yakuza offers. But, it is pretty cool, I must admit.
EDIT: If people still care about saxophones in metal, I'm pretty sure there is a saxophone solo on Assassins by Nachtmystium. One of the Seasick songs I think.