Thanks, you guys, for all your help. After a lot of poking and prodding at my director, I (along with the other two baris in my band), get to hold our saxes to our sides. He decided that it looks better and more uniform, anyway. I'm enjoying marching band again. I got a neck strap with a good bit of padding, so the neck pain has alleviated some. My arms feel so much better now that I don't have to hold up my bari, and my sound isn't nearly as bad now that my poor arms aren't trembling after an hour of carrying it around.
I'm playing on an old Conn, by the by. It's rather out of tune, but it's pretty skinny, so we use it for marching. I play on a much better sax during concert/jazz season. (I forget the maker)