Would you consider yourself still a beginner or intermediate player? What are you currently playing? Also, are you in this for just temporary or for the long haul? Which sax are you currently playing? Because you are in the UK, I would recommend you go to this website for help in making your decision: http://www.bauhausdistribution.com/acatalog/Walstein_UK_Dealers.html.
These are decent horns, and I recommend you go through a reliable store. Never purchase without playing! ever! Also, A reliable store will offer you warranty, repairs, and lessons if needed.
When ever I have gone through a reliable store I have never regretted it. When I have relied on other means, I have always regretted it.
Happy to help - just could do with a bit more info. I imagine that your name means that you play alto. Are you after another alto, or a different sized sax?
I would differ from Der Wikinger - I've never played a sax before buying, and also never regretted it - I think that you can learn a lot from research and asking questions of others. Also it is not always possible to find somewhere where you can try all the saxes you like etc. etc.
For Alto one of the best saxes under £1000 is a Bauhaus Walstein - from £350 upwards. Over £1000 There is more choice and the Yamaha YAS62 and Yanagisawa A901 are good stuff. But I would recommend sharing a bit more info with us and we can share various thoughts and recommendations with you. My personal recommendation would be to get one of the above if you are serious about playing sax, or go for a modern used sax of professional quality, rather than buy one sax after another as you develop or improve. Your preferred style of music would most influence your choice of mouthpiece, so sharing that sort of detail may help you as well.
Welcome to the Forum, by the way!!!