Are you playing on your own or in a group that has PA ?
When I joined a covers band a few years ago, I started out with an AKG clip-on mic that we fed into the keyboard player's amp. It worked quite well and as the amp was behind me I could use it as foldback (i.e. hearing the sax playing amplified). It didn't feedack, although you might well have expected it to with its own amplified sound aiming towards the mic - presumably the AKG is very directional.
Over the years with this band I have moved away from a clip-on mic to a stand mic that feeds into the desk and the PA. It is a dynamic vocal mic that seems to work well with a sax. An on/off switch on the mic can be quite useful. I now use a 'Soundback' sheet of perspex that clips to the mic and bounces back the acoustic sound of my sax directly to my ears. This works really well and heps stop me overblowing in competition to guitars, singers, drums etc.
If it's you on your own, then a simple dynamic mic going into a keyboard or maybe bass amp should be fine. Others on the forum can probably suggest amps which work well with sax. The size depends on how much amplification you need (for instance how large and noisy is the environment you are playing in ?).
You won't need any software, unless you start getting into recording.
Hope that helps
Rhys
