Doombilly, I'd reccomend trumpet or even trombone. I've played trumpet for around fifteen years now, so I guess I might be a bit biased. Learning trumpet isn't as straightforward as guitar or piano. You cannot see the sound/note/position you're trying to make, as it's a combination of fingering and embouchure, so it's harder to play something simple that sounds good if you've only been playing for a little while. You will definitely need professional lessons, as well, at least for a little while. If you don't get into good habits with your embouchure, you can end up damaging your face muscles and such.
Also, trumpets/trombones have access to a wider range of tones than sax/woodwinds, because of various mutes, and other techniques like playing flutter-tongue or open lipped.
Trombone might be slightly more intuitive for some people because of the slide, and has a beautiful fat sound that I don't hear enough of outside of jazz.
Edit: Keep in mind with trumpets that you can get B-flat horns or C horns. The B-flat is the most common, but the C horn might be easier if you're not up for transposing.
Also, maybe ask around your friends and see if anyone has a horn from their high-school band days that they have lying around in a closet somewhere gathering dust. I've used this approach over the years to borrow instruments to see if I'm any good at learning on them before buying one... so far I've scrounged a flute, clarinet, and violin.