It's the same here. I tried wireless for the sax leads (Alto I, Tenor I, Baritone) but found that there were too many side issues with them, from battery depletion (as is with all wireless mikes) to control of the feed going to the PA head (no good and simple way to turn them off while still playing).
The next effort I made was to find a way to control a standard or wireless mike feed that would allow them only to be "on" when I wanted them on. I figured that there would be some sort of smashbox foot switch that would handle the problem, but I didn't have much luck there.
Then, we tried putting the mikes (standard Shure 58's, the "non-ball" windscreen model) on a mike stand, off to the bell side of the saxes (and in between the two soloing trumpets and trombones).
Level-wise, the stands are placed at "bell height" for all of the horns. The Alto I and Baritone mikes are placed on slide adjust stands, this because they are also used for flute and bass clarinet respectively. (The Tenor I is used for both tenor sax and clarinet, but there's no need to adjust for that.)
The trick with this method is that the horns are not normally pointed "into" the "field of view" of the microphones. So, when a player isn't being featured, they are either seated (and thus do not have their horn in the "reception zone" of the mike) or (if a trumpet player) they are faced straight to the front (and out of line for the microphone to "work").
At the PA head, the feeds from the various instrumental mikes (all told, seven of them) are all led through a "sub-mixer", a smaller unit without amplifiers. The feed from this is led to my main mixer, all fed through one channel. From there, the horn feed goes through the main amplifiers and then off to the front of house speakers.
The main trick, however, is to adjust the feed so that you boost the soloist by one dynamic level and no more. I've found that this mixes best with the rest of the group's sound, and it adds just enough presence to the feed to make it stand out without making it "jump out".
While they do pick up the incidental playing from the rest of the group, the level thus obtained is quite low and does not sound odd coming from the front of house setup.
When a sax player stands up for a solo performance, he twists slightly to the left so that the horn is pointing up towards the microphone. (In addition to making the amplification process work, this also puts the player in 3/4 profile to the audience.)
Once this is done, the mike is automatically placed into action, picking up both sound radiating from the bell (at which it is pointed at a downward angle) and the tone holes. (This is similar to mounting the smaller cordless mike on the top of the horn pointing down.)
With the brass players, it's a bit different. They may already be standing, but in order to put the mikes into action they turn slightly so that their bell is into the "intake" area of the microphone. (Since the microphones for the brass are placed between two players in each section, either player can use the mike as needed.)
Mind you, using this method takes away the possibility of strolling while player/bar walking. On the other hand, they never go dead, are easy to trim if need be (I can kill all of the instrumental feeds with the twist of the knob for that channel on the PA head), and are easy to set up.
Your mileage, of course, may vary...