these guys are great:
http://www.arte-quartett.com/
they do modern "classical" stuff, but also various projects with other musicians, such as Pierre Favre, and they form four fifths of the sax section of Kaspar Ewald's great band (called Exorbitantes Kabinett), which plays music somewhere between Don Ellis, James Brown and minimal music... I have two of those discs and have checked them out live - recommended, but not classical (although Ewald - who teaches at the Zurich conservatory - has also adapted "L'homme armé" for that band).
another thing I've heard by the Arte Quartett was a concert where they collaborated with Terry Riley - utterly fascinating stuff!
though if any of this fits the label "classical" is somewhat doubtful... but then "classical" doesn't really apply to much composed music of the 20c anyway... I am always at a loss how to call all these kinds of musics...
Phil Niblock also did a few pieces for saxophone - that's extreme music, your neighbours will love it (and your dogs will suffer even worse...)