Saxony Archives and Libraries
There is a general article about Archives and Libraries in FamilySearch Wiki, Portal Germany, Archives and Libraries which will explain the use of them in a condensed fashion.
The following is a link to the 540 public libraries in Freistaat Sachsen. Just enter the postal code of the town you are interested in to call up the collection or choose by subject to view each library's holdings.
http://dienste.slub-dresden.de/bibl/inhalt.php?samschp=&plz=Sebni&ort=&doIt=Suche
The four state archives of Sachsen, Dresden, Leipzig, Freiberg and Chemnitz have their archival holdings online, see http://www.archiv.sachsen.de/5429.htm There is also a provisional archive for Bautzen.
For addresses of local archives see: http://www.archivschule.de/content/29.html