Mostly Kontakt VST's, I've used these with success ...
Shreddage are good, although not what I'd call 'intuitive'.Some experimentation is required to get the best from 'em.
Evolution Electric Guitar, Strawberry are worthy, too; maybe a bit simpler to work with. They sound 'right'.
The Ilya Efimoff range are excellent, electric, acoustic, nylon and bass. It can become expensive, of course..!
Pettinghouse are worth a look, as is Session Guitarist
As independent VST's, the Amplesound range are excellent, with a more 'keys friendly' interface and a wide range of expression.
For Sax, have a listen to the Embertone Sensual Sax; it's quite expressive; a useful timbre, and very 'playable'.
Mostly, though, for sax, I use samples, and mess around with them until I get it to 'fit' (or not..!)
Hope this helps.
Of course, non of this matters if a fuzz-wah flanger octaver is to be slathered over the lot..!
...