Jazz has almost 100 years of incredible recordings of every imaginable flavor. You can spend a lifetime of exploring - it’s like a giant project with all these artists trying different things.
My favorites tend towards the edgy post-bop stuff. John Coltrane, Art Blakey, Freddie Hubbard, Sonny Rollins, etc. But I also love big bands - Duke Ellington, Count Basie, etc. And really early stuff - Louis Armstrong, George Lewis, even the old King Oliver recordings. Cool stuff - Miles Davis, Dave Brubeck, Chet Baker, Bill Evans. Love some of the avant garde - Art Ensemble of Chicago, George Adams and Don Pullen, Pharoah Sanders. And fusion - Weather Report, Return to Forever. Bebop and swing - Charlie Parker, Lester Young, Clifford Brown/Max Roach, Art Tatum, Oscar Peterson, Stan Getz. Gypsy jazz - Django/Stef. Man, I’m leaving a lot out.
I’m never sure where to begin as far recommending where to start. Hard to predict what would resonate for you. You mentioned piano - if you want to be amazed, you should try Art Tatum. Or for something more ethereal, Bill Evans “Portrait in Jazz”. A lot of people suggest Miles Davis “Kind of Blue”, which is hard to argue against. For saxophone, hmmm - are you ready for John Coltrane “Giant Steps”? Any of the Stan Getz bossa nova stuff is probably a gentler introduction. A lot of people started with Charlie Parker with Strings. One interesting recording is Benny Carter’s “Further Definitions”, which has four fantastic sax players (Carter, Phil Woods, Coleman Hawkins, and Charlie Rouse) on some marvelous arrangements and a fantastic rhythm section. Or you might like Dave Brubeck “Time Out”, with some nice Paul Desmond sax along with Brubeck’s own piano style, and of course the odd time signatures.