A lot of the guys around here like the
Digitech VX400. It's designed to be a vocal processor, but works well for saxophone too, apparently. It's a multi effects unit, so you get chorus, flange, phaser, tremolo, vibrato, whammy, delay, reverb, pitch shift, mic modeling, a bunch of presets, spaces for your own preset, and an expression pedal. Unfortunately, It does not have a harmonizer.
The thing about using guitar pedals for saxophone, is that you need a mic for the saxophone, which uses a balanced, low impedance XLR output. 99.97% of all guitar pedals use a 1/4" unbalanced hi impedance input. So you either don't get the right kind of signal into the pedal, or you have to go through an extra converter box.
The Digitech unit has balanced XLR in and out, so you get the proper signal level going in from your mic, and also the proper signal level going out to the sound console.
Pretty much the only other game in town is the
TC-Helicon VoiceLive, at more than three times the cost. But, it does have a harmonizer, though it doesn't really have many other effects (it does have a reverb, vibrato, and delay).
For what you want to do, the VoiceLive would probably be a better choice, but it's expensive, and probably has a steep learning curve to get it to sound just the way you want.