I think Wades advice is right on the money....I'm certainly no expert, I've spent years reading and this only leads to needing to have the dots in front of you.
Ear training which links directly to your fingers and the sax without thinking about it, is what we all would like.
Ive been re-reading Kenny Werners Book "Effortless Mastery" and his approach to Mastery is bringing different ways of practising which highlight the ways we don't practise something to complete mastery, this means, you can play it on automatic pilot without thinking about it.....it's a big subject and you really need the book....however... this little awareness happened to me a few days ago....
........ while playing/learning Misty (from the dots), I decided to read something else which was on the stand while playing (text about long tones) and ignored the written tune......I just played through it with added emotion and feeling while I continued reading the long tone text. I played it perfectly, so this showed me there are other practise techniques and attitudes which do work well!
I believe that learning a tune, the first step is to listen allot, then be able to sing along to it with the same inflections, then break it into chunks and copy, via the transcribe programme or similar....repition , alternating from singing to playing the phrase and really grinding it into your brain, fingers till you can play it without thinking....you know you've got it when you can do that...you might have to revisit this again and again, and sometimes may need to slow it down,...get that right, both singing and playing and then speed it up.
Especially singing the tune in your mind while playing it, for me took some time to come to grips with, but gets easier with practise. It's been said about learning the words, this also keeps your place in the form of the tune, with the added emotion and weight or the words you can bend the time a little to make the tune really come alive!
Recently I've found that playing slow ballads, it's sometimes easier if I speed them up.
With this approach I'm finding good results, and yes it takes time...play it till your totally bored by it, this will get the tune learnt at that deep grass roots level.
I hope to keep following my own advice here!
Best of luck.