Re: SOUNDING GREAT
Yea, most of what Yani said plus I have some tidbits of my own.
Along with airflow, you have to make sure your embouchure and control are in top notch. Kenny G plays on metal pieces (I think maybe on his alto he plays on a h/r), and you can't play on a metal if you don't have control in the jaw and cheek muslces. So that's that.
Your setup is also critical. Kenny G plays on Mark VI's. Chances are you're not going to find a sax that quite matches up to one of his actual Mark VI's; because we all know horns from that era were different one from the other.
That's about it from me. Good luck!