If you choose to play saxophone, I would suggest you to play alto saxophone. An easy instrument to play but will take more effort and practice to master it.

If you're thinking of buying a new saxophone, Yamaha is a good choice - provided you are willing to spend around RM4k on a new saxophone.

BUT, if you are on a budget, I would suggest to you to buy cheap and decent saxophone such as Conn-Selmer. Ranging RM1.5k to RM2.5k.

It's all depends on how serious are you to master saxophone. No point if you buy an expensive saxophone and quit learning it when you feel you don't like it anymore.

If you have a basic knowledge of music theory (staff, measure, time signature, octave, etc.), I bet you can already play a simple song such as TWINKLE TWINKLE LITTLE STAR in a day, but without it MAY take you 3 days. Actually it is very SUBJECTIVE to comment on DIFFICULTY on how you can learn to play saxophone.

As for where can you buy saxophone in KL/PJ area, I have no comment because honestly I do not know i usually buy via internet.

Anyway, good luck on your pick.

Cheers.