The Collaborative International Dictionary of English v.0.48:

Saxophone \Sax"o*phone\, n. [A.A.J. Sax, the inventor (see
   Saxhorn) + Gr. ? tone.] (Mus.)
   A wind instrument of brass, containing a reed, and partaking
   of the qualities both of a brass instrument and of a
   clarinet.
   [1913 Webster]

WordNet (r) 3.0 (2006):

saxophone
    n 1: a single-reed woodwind with a conical bore [syn: sax,
         saxophone]

Moby Thesaurus II by Grady Ward, 1.0:

49 Moby Thesaurus words for "saxophone":
   English horn, Pandean pipe, aulos, basset horn, basset oboe,
   bassoon, bombard, clarinet, contrabassoon, contrafagotto, cromorne,
   double bassoon, double reed, fife, fipple flute, flageolet, flute,
   hautboy, heckelphone, hornpipe, licorice stick, musette,
   oaten reed, oboe, oboe da caccia, ocarina, panpipe, penny-whistle,
   piccolo, pipe, pommer, recorder, reed, reed instrument, sax, shawm,
   single reed, single-reed instrument, sonorophone, sweet potato,
   syrinx, tabor pipe, tenoroon, tin-whistle, whistle, woods,
   woodwind, woodwind choir, woodwind instrument