The soprano is a highly enchanting instrument with an etherial sound and an intoxicating feel for the player. Unfortunately, it's also generally accepted as the most difficult saxophone to learn and master, and is not recommended for beginning players.  Intonation is a big issue - it requires an extremely precise embouchure and tons of practice time.  The soprano is most commonly used in jazz and has a limited classical repetoire available. The soprano is, however, a great deal of fun to play.

Be warned. Due to the shape and length of the neck, neck damage is fairly common. 

The tenor is usually personified as a jazz saxophone, even though there are some excellent applications in classical music.  A well-developed embouchure can produce a breathy, whispering sound on ballads, a fat resonant tone for swing tunes, and a growling rock 'n roll sound all on the same instrument.

The baritone is unfortunately the most abused of the common saxophone family due to its size and weight. Bari's can suffer from a whole host of problems including rod damage, tone hole damage, large dents, and body twists.  When purchasing a baritone, having a friend at a music shop can be a great help. As with a car, sometimes there are problems lurking in unexpected places. Also, the bari can be prone to severe intonation problems, especially in the highest and lowest registers. 

The C Melody saxophone was originally intended to be a part of the orchestral set of saxophones which alternated between C and F, instead of Eb and Bb. The C Melody, however, took a different and unexpected role in popular culture. After the first world war, there was a great influx of saxophones available that were used in military bands in the US. To boost sagging sales, American instrument manufacturers developed the C Melody Saxophone concept. Esentially the saxophone was marketed as the easy way to play vocal music on a woodwind. And, since the saxophone is one of the easiest instruments to learn quickly, the popularity of the "new" instrument was truly phenominal. During the 20's it seemed as though every family had a C Melody saxophone under the bed or in the closet. Unfortunately, the C melody saxophone died out as did other novelty saxes at the end of the 20's. Nowadays, C Melodies are rarely played and not very valuable. Since there were so many produced, the collector value is not even that high. The reason I bring this up is that many a pawn shop has this infamous sax lurking behind the counter waiting for someone who doesn't know what it is. 

About now you are asking yourself why C Melodies are not played anymore. The answer is that they usually play quite out of tune, are in terrible disrepair, and have an inherently muffled "stuffy" sound. The exceptions to this rule are the straight-necked Conn models (very akward to play because of the way the neck forces the horn away from the body), and the rare Selmer Paris models. Another dilemna associated with them is finding a mouthpiece that works. Alto mouthpieces are a little too small and tenor mouthpieces are too big. Saxophonist Bill Street has produced some new mouthpieces, but he is definately the exception and not the rule. Furthermore, the cost of repadding the saxophone usually is greater than the value of the horn. With no written parts to play, and "iffy" intonation, my recommendation is to stay away from these instruments unless you find one dirt cheap and just want to play it for fun. Never pay over $200 for a C Melody unless it is a rare example of something unique, or plays particularly well. I have seen a Buescher C tenor that was engraved form stem to stern, inlaid in gold plating and had gold-plated keys. Obviously this horn is worth more than $200. There are also some nice gold-plated Conn C Melodies out there that are good collectors' horns. 

You can usually identify a C melody by it's unique shape. It is slightly larger than an alto, yet has a neck similar to a tenor 
(except the aforementioned Conn). Also, they almost always have a "C" below the serial number on the back of the horn by the thumb rest (if it has an A or Bb or T, you are okay because it is not a C tenor). Also, C Melodies are almost always Silver plated. The most common models to find are the Buescher True Tone, Conn M series, Holton, Pan American, King and Wurlitzer (which was actually contracted to Conn, Buescher and King respectively). If you suspect a saxophone is a C Melody and the person behind the counter swears up and down it isn't, find someone who really knows to check it out. I once bought one at a second hand store for $10 because it had been returned 3 times. The first time they sold it, it was marked "Soprano Sax." The next time they sold it, they labeled it "Alto Sax." The third time they sold it, it was labeled "Tenor Sax." Finally when I bought it, it was stuffed behind the counter marked SAX!?!?! $10. Apparently, a local music store kept seeing it under different descriptions and set the respective owners straight. 

The bottom line on these horns are to be careful when identifying them. The person behind the counter may not know, or 
knows and is misrepresenting the horn to you. Hang out in jazz clubs for a while and ask the sax players what sizes of horn they are playing. Most of the time they will laugh and tell you. Then you can become familiar with what they look like, and also hear some really good music!