Drawing a Saxophone

Start by creating a rectangle using rectangular shape tool.

Press Ctrl+T. Right click the layer and select warp. Adjust nodes to get the shape as shown.
Enable add to shape area form the top bar.
Create a thin vertical rectangle using rectangular shape tool. Press Ctrl+T. Right click the layer and select warp. Adjust nodes to get the shape as shown.
Double click the layer to open layer style window. Apply layer style with the settings shown.

Create an ellipse using elliptical shape tool.
Double click the layer to open layer style window. Apply layer style with the settings shown.

Using basic shape tools create a part of saxophone as shown in the image below. Apply the same layer style with different angle for gradient overlay.
Duplicate the part twice and place as shown.
Using custom shape tool. Create a circular frame shape. Press Ctrl+T. Right click the layer and select warp. Adjust nodes to get the shape as shown. Create a vertical line using line tool. Apply same layer style.
Using pen tool create a mouth piece as shown in the image.

 

Create a rectangle using rectangular shape tool. Press Ctrl+T. Right click the layer and select warp. Adjust nodes to get the shape as shown. Apply the same layer style.
Double click the layer to open layer style window. Remove gradient overlay and apply satin with the following settings.
Enable add to shape area form the top bar. Using rectangular shape tool create a few rectangles and warp them to create combining shape between various parts of the saxophone.
Create an ellipse using elliptical shape tool.
Create a small rounded rectangle using rounded rectangle shape tool.
Create some duplicate and combine with a few basic shapes to add details to the saxophone.
Create an ellipse using elliptical shape tool.
Select a major part layer of the saxophone. Ctrl+Click the layer thumbnail to get the selection. From select menu apply modify>>contract. Contract the selection by 2 pixels.
Create a new layer and apply a black to white gradient in linear mode. Change the layer mode to screen.
Similarly create glossy look for the other parts of the saxophone.
Apply a gradient to the background.
Enhance the effect by applying some shadow.