The other day I saw a great documentary narrated by Branford Marsalis about great tenor saxophonists, but for some reason I can't find it on Youtube again. Never mind. Marsalis spoke about the way Coleman Hawkins essentially invented the tenor as a jazz instrument and played clips of many of great tenor players from Hawkins up to David Murray (it was made in 1992, so maybe other impressive contemporary players would have been included if he'd made it last year).
In the past few years I've mainly been playing baritone sax, partly because if you play the baritone, you can always find an ensemble to play in. I also enjoy playing baritone. I'm not suffering, though sometimes the parts are boring. You hear music differently when you play the bottom notes.
I do own the other common sizes of saxes, soprano, alto, and tenor, and every now and then I play one of them, to get back in touch with the other horns, but my tenor was giving me trouble. There was a leak in one of the pads, and I couldn't play the low notes at all. I asked a friend of mine, who knows how to repair horns and has a lot of tools, to take a look at my tenor (a well-made Taiwanese Lien-Cheng instrument), and, sure enough, he found and easily fixed the leak, which wasn't where I thought it was. So in the past few days I've been playing tenor for a change. The sound is quite different from the sound of the baritone. Also the transposition to concert pitch is different, so it forces me to make an adjustment.
There are two approaches. Some musicians stick to a single instrument and get deeper and deeper into it. Once, for example, I asked a young tuba player whether he played other brass instruments, and he said there was so much to explore with the tuba, that he saw no need to play any other horn. Other musicians play a lot of different instruments, like, for example, Yusuf Lateef and Eric Dolphy. It's far from uncommon. Many violinists also play viola, classical clarinetists in orchestras also play bass clarinet, and some folk musicians can play guitar, banjo, mandolin, and fiddle. I recently heard a singer who sang with a fine, strong baritone voice and then switched to counter-tenor. Hard to believe the same person was singing.
Every voice expresses a different part of the musician's self.