if you're playing from a score, get one that's got a part for Bb instruments, then play what's written.
If the score doesn't have this, use a notation program, something like Musescore (free). Type in the part in concert pitch (i.e. as written), then get the program to transpose to your sax. Up one tone for tenor as bigtwin said. Hardest part of transposing from concert for tenor is that concert Bb goes to Cnatural, not Cb, E goes to F#... It's a good exercise to do manually, you learn a lot.
If you get scores from wikifonia, you can get them in concert, transposed for Eb instruments, transposed for Bb instruments - or in any key you want. Just make sure you change the file name for the instrument when you save it and pencil in which is which when you print it. You can download from there in music xml format, which will go straight into musescore and most other notation programs, making it easy to do your own arrangements.
And make sure you stay on the right side of the copyright laws. I've a feeling that a lot of the stuff on wikifonia is not really legit.
Alternative is to play by ear and then you're always right, but it's beyond many of us mortals.