Re: Etude books
The 48 Ferling etudes is a great book for any serious player. The book is really nice and special because it's a book that extensively deals with ornamentation (not a common thing for books, and there should be more). If those are too difficult, the David Hite melodious etudes are a great start as well.
After those, the Berbiguer is a great book to go to (technically not difficult, and does a lot of great work with voicing). From there the Mule 53 etudes (books 1-3) are both challenging and wonderful etudes.
After those we can get into more difficult etudes like the Piazzolla Tango Etudes, Mule's Etudes Variees, Londeix's Nouvelles Etudes (altissimo included), Karg-Elert's book (24 Caprices and an Atonal Sonata). And if you get through all of these and REALLY need something to sink your teeth in, there's always the Lauba books... but those are very difficult, borderline scary books.
If you're really wanting to get into saxophone (maybe pursue it in college) I would also recommend picking up "Hello! Mr Sax", which is a text by londeix. Although it isn't an etude book, it's one of the more useful references I've ever had for saxophone. Along with the traditional "The Art of Saxophone", which has some really insightful things, and can help you with reed work too.
Hope I was helpful! Any more questions?