You can find practically everything on the internet including saxophone sheet music there. I have a few links listed at the bottom of this answer which you can use to print out some sheet music. You were not clear which sax you have, whether alto sax tenor sax or other.Be sure to check out these sites or you can certainly do a Google search on your own for free sheet music for saxophone.
If you specify the type of music you are looking for, or the type of sax that you play then you will be able to fine tune your search. Searching for song titles also will help you to find what you are looking for. Etude's can also be found all over the internet, too!
I found some that I have also linked at the bottom of the page. The site I Googled seems to have a pretty varietal set of etude's for you to practice.
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