Any synthisized sounds are only going to sound as good as the module that generates them. Some modules are better than others.
There are things that you can do to
help add to the authenticity of the "instrument".
Playing the instrument in the correct range is probably the biggest thing you can do to achieve that.
For instance, you wouldn't play a concert flute at A2, even if your keyboard "allowed" you to do so.
The instrument simply doesn't have that range. That may sound obvious, but it can be easy to go beyond the range of a synthesized instrument on a keyboard.
Also keep in mind that instruments like sax and trumpet are transposed instruments. Alto Saxophone, for instance, sounds a major sixth below the written key. That is to say that when you play a "C" note on sax, it sounds like an Eb belolw C. So to maintain the authenticity of the instrument, you need to transpose your arrangement
for the instrument.
Here's a helpful link for the ranges of many instruments.
http://music-arrangers.com/instruments/allfront.gif