Ideally you want to play both. You probably should focus more on one or the other.

I mostly play saxophone, I took a year of private piano lessons in college.

When I went to Wooten Woods, Steve Bailey asked me, “how much piano do you play?”

I said, “a little”

He said, “You should play a little more.”

He was right. It’s helpful to know how to play piano regardless of what instrument you play. Really, it’s helpful to know a little about all the instruments so you can understand how they connect in the music. The piano can provide both rhythm and harmony.

Sound

Think about which sound you like. Are you more into classical piano? Do you like Stanley Turrentine playing blues on sax?

The instruments have distinct tones. I would say there is more variety in the tones of different saxophone players since half the instrument is within your own body.

Role in the band

More bands will have piano than have saxophone. Guitar/drums/bass are more common still.

The piano will be playing most of a song either as a lead role or backing or “comping”.

Saxophonists tend to play melodies, “horn lines”, and solo.

Think about what you want to do in the band.

Learning Curve

The saxophone will not sound as good initially playing your first note compared to playing a first note on piano. You also will only need to play one note at a time.

However, transitioning between notes on piano is usually straightforward, going between some notes on saxophone without tonguing can be difficult to make sound good at first.

Both instruments will take a lot of work to master.

Maintenance

Pianos need to be tuned once in a while. You’ll need to tune your saxophone pretty much every time you play (which isn’t difficult, but needs to be done).

You will also need to get new reeds ever few weeks and probably get some minor repairs done about once a year.