This I know from nothing. At least, I know what a saxophone looks like and what it sounds like, but is it a good first instrument? How much would we be looking at having to spend on a basic but reasonably functional one (new or second-hand)? Do they come in different sizes?
He's nearly ten and has previously flirted briefly with the violin, but that was largely because his school at the time only offered piano or violin and there was a long waiting list for piano (also we have no room for a piano; could probably squeeze in a saxophone...).