Growling... you gotta hum a different note than you play. It's kinda tricky, but if you play around with humming different note intervals like 4ths, 5ths or half-steps it changes the frequency of the growl and it can be kinda cool. It's kinda like humming and whistling at the same time... weird, but cool - and you can annoy the heck outta somebody with it too (lol)
You can get a similar effect by flutter-tounging, but I like to growl better
Circular breathing.... you gotta puff out your cheeks, and when you need another breath, blow the air in your cheeks through the horn while you take a quick breath through your nose. This is also pretty tricky and takes practice - I almost choked the 1st time I tried it. It's the same concept as playin' bagpipes, it's just that your horn's the pipe and your cheeks are the bags - be careful w/ intonation here too.
Here's somethin cool I like to do on sax... play a middle register D, just without the B key (left index finger)... it'll make this kinda weird sound that you can lip up to the D to make it sound like one of them cartoon horns (aaaoooooggggah).
Anybody ever experiment with harmonics and the overtone series on the horn?