When I first started playing I found the weight of the sax problematic, as I have an eroded cervical disc, and i bought a harness which I used quite a lot as My Yani is a heavy beast. However over the years I have got used to the weight and now use either a KG leather strap, the one with the strings or a rico, cheap and cheerful.
I still have the harness though and If I know I'm going to be carrying the sax for a long time EG Kendal torchlight procession, I put the harness under my shirt and then I can just clip it on and take the strain off my neck.
One reason I don't like the harness is that I can't move around as much.