Hmmm...
Puns aside, while being one of the most versatile and interesting instruments, saxophone ranks up there with violin on my personal list of annoying instruments to listen to a beginner play. All reed instruments are challenging to learn to control, but saxophones are made of metal so they tend to be a lot louder. Plus there are a huge variety of acceptable saxophone sounds and you might not be sure what to shoot for. It just doesn't sound good when someone picks up the horn for the first time and starts honking and bending notes like they're in some kind of bad fifties rock band.
If you are just starting out and having trouble, the first things I would recommend are:
1) Have someone who knows what they are doing check out your horn. It might not be your fault.
2) Another common problem is that beginners play on too soft a reed. You do want to start out on something pretty soft, but rank up as fast as you can. I don't mean you should try and make playing a 5 your goal, that's a terrible idea, but if you stick with a 1½ on a normal mouthpiece your tone will be thin and whiny forever.
That said, don't stress out about the hardware. Everybody wants to own the fanciest looking ligature, and that can make a difference, but you can get better using what you've got. Practice.
As for what you should practice, that's really the trick, isn't it? Everybody says long tones. That is a good idea, but it doesn't just mean play a few long notes until you get bored or your lip hurts. Long tones will help you build strength and control, but they are also the ideal way to figure out how your instrument even works. Play notes high and low, loud and soft, and make them sound good. Listen really hard and change what you are doing until they do sound good. Don't be complacent about the process. Also, keeping a tuner going while you do this is a very good idea. The saxophone is not a perfect instrument and many notes will be out of tune if you don't learn to adjust.
That will improve your tone, now you need articulation. The main thing is to learn to start and stop a note cleanly. That will give your sound definition and make everything much more musical. One problem some people develop is: they get the hang of tonguing and then they do it way to much. Learn the difference between legato and staccato tonguing and when something should be slurred, let it. You don't want to sound choppy.
There are a lot of nifty things you can do on a saxophone: vibrato, bending notes, overtones, enharmonic fingerings, growls, altissimo. The list goes on. But get the hang of the basics first, especially when it comes to bending notes and vibrato. It won't sound good if you don't already have good tone and good intonation.