Damn, that's a long post. I have a couple of things to add:
1. Try to find someone in your area who is selling a sax; go used if you can. You will shave 100's of dollars (euros) off your purchase, and if you get lucky, you might find a real classic someone is selling as junk. Be sure to go play it first, though.
2. Don't forget the possibility of a bari sax! I don't have one (only an alto), but I play it in my school's jazz band and it is a blast. Expect to pay quite a bit more for one, though.
I will emphasise on renting one first, especially if this is your first reeded instrument. Sometimes, it comes naturally, sometimes not. Don't worry too much on getting the best sax in the world for your first; remember, it has more to do with your mouthpiece and reed.
Happy saxing!