Some players have mastered the art of exhaling and playing the sax while continuin to breathe through there nose. That means they can hold a note forever!
it's called circular breathing. and you can't hold a note forever. . . when would you eat? or take a bath?
actually, go to saxontheweb.com. they have a lot of good information about playing. i've been playing forabout 20 years and the best advice that i could give you is learn everything you can about MUSIC not just the sax. if you learn music you'll learn how to apply it on the sax. go to as many websites as you can. go to some stores that sell saxophone stuff and ask a bunch of questions (don't even care about getting on the salesman's nerves -- in case they forget you can remind them that that's what they're there for). try to learn more than the salespeople know. that way when they tell you something wrong, you can correct them. . . it's happend to me before. But then they respect you more and treat you like you're not just some other guy in the store, because you know what you're talkinga about.
play around with different strength reeds. the bigger the number, the harder the reed. play around with different moutpieces. . . metal is usually louder and brighter (more treble and high frequencies) than plastic or hard rubber.
by the way, you can use any kind of sax in any kind of musical style if you learn how to do it and use creativity. don't let anybody tell you what belongs and what doesn't. only you know what belongs in the music you hear.