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The most common sax is Eb alto, so I will address that. Fortunately it is written in the Treble clef, so no need to learn bass clef. Because it is Eb, if you have a melody in standard (the guitar is standard, unless someone tuned it funny), you move it up two notches; if it is on a space, move it up to the next space, if on a line, move it up to the next line. Then subtract three flats (add three sharps) to the key signature. If that means looping around the circle of fifths, that is what you have to do ( http://en.wikipedia.org/wiki/Circle_of_fifths ). This will actually put you an octave lower than the piano, and two octaves lower than a guitar (since the guitar is written an octave higher than it is played).

Other saxes are notated the same way, but obviously sound different. The sopranino will be an octave higher, so it will match the piano, the baritone an octave lower, and the contrabass two octaves lower. The other saxes are Bb instruments, so you write them one step lower than standard and subtract one flat (add a sharp) which puts the soprano on key, the tenor an octave low, the bass two octaves low, and the subcontrabass three down.