Brass and Sax: Wallander Instruments WIVI is fantastic, but very expensive ($600 or $700 for brass). Also, it's not quite the best solution for jazz, although I think it sounds fine for that. The sax demos that I've heard sound slightly better to me for jazz then the trumpets. I bought and use the trumpets (back when you could) and they're really easy to use, suprisingly light on the CPU, and very tweakable, if you want to play with settings. And no challenge response or dongle! My only complaint is the harmon mute sounds are terrible to me - way too kazoo like for my taste. In my opinion, they have to fix these if they want to continue charging that price. But as they are now, it's still a fine product.
Also, if you play a wind controller, you have to consider at least auditioning it. There is a demo that has a limited range and you will quickly be able to tell if you like it or not. Try it, it can't hurt.
But, honestly, given what you've said in your post about not wanting to tweak it much, I think this is your best option. I'm not a keyboard guy at all and I've gotten great sounds out of it. The only tweaking you might do is the settings.
But, way cheaper and really good sounding (many say these are the best):
http://www.samplemodeling.com/en/index.php. Those demos are amazing. But it's not easy to use, from what I hear.
Another option is Garritan JABB, which is due for an update soon, and Vir2 Mojo, which sounds great to me. Mojo does not have the nice Harmon mute yet. These also are not easy to use.
As for strings, sorry, I don't know. I have heard Wallander is coming out with those in the near future. If budget is an issue, check out Esoundz and see if there are any good deals on their Sampletank-based orchestra set (Philharmonik). I just heard IK is giving 50 off on anything over 199. Esoundz is a nice company.