I used to play the oboe. Being in a rock band (mainly as a guitarist) I'd like to switch to the clarinet or the saxophone, as they are more useful in rock / jazz music. My question is, which one would be the easiest choise (to learn and play a simple solo for example) ?
I play all 3 instruments.
Saxophone is simply an easier instrument than clarinet overall, and is more commonly used in rock music. It's the natural choice.
That being said, oboists often find clarinet easier because the embouchure is a bit firmer, which they're used to. Sax embouchure can feel awkwardly loose, especially on tenor and lower saxes. I know a few excellent soprano/alto/tenor saxophonists who struggle on bari because of the looseness. I come from brass instruments (which actually have a very similar embouchure to oboe), and I share the sentiment. But I'd still recommend sax given your goals.
Disclaimer: former clarinet and sax player, never double reed.
As Edouard points out, the sax goes in octaves just as an oboe does. However, it doesn't take long to get the "feel" of the octave+fifth that the clarinet uses. The clarinet requires a somewhat tighter embouchure than the sax, so you may find it less of a jump from the extremely tight oboe embouchure.
Now, if you're looking to play jazz/rock, I'd recommend the sax because of its timbre and range. The Bb clarinet is pretty soprano-ish compared with alto or tenor sax (tenor is the most often used in rock), and you might look kinda funny :-) playing rock alto clarinet.
Then again, strap a pickup onto your oboe and you'll have a one-of-a-kind instrumentation in your rock group! :-)
Disclaimer: not an oboist, nor a clarinetist.
Wy guess would be that switching to sax would be the easiest. A sax has an octave key: the second octave fingerings are, basically, the same as the first octave with an additional key pressed. Clarinet’s register key, on the other hand, has a register key which goes to the 12th, not the octave.
A quick look at a fingering chart seems to indicate that sax and oboe fingerings are quite similar — the main differences are around the F/F♯ and the single register key on the sax — and the fingering seems actually easier on the sax. Although that could be my habits talking.
Disclaimer: I do not play saxophone.
I, personally, switched to oboe from clarinet, and it was not too bad nor difficult. The firmness of the embouchure for oboe in comparison to the clarinet is somewhat similar, but the clarinet is slightly less firm of an embouchure than oboe. The saxophone embouchure is a lot less firm than the oboe's, so there may be some difficulty there. However, fingerings may be more difficult when transitioning to clarinet, as they are generally a lot less similar to oboe than saxophone fingerings. Oboe and saxophone follows the general fingerings for instruments, when clarinet has a different fingering setup than many other instruments. If you want to play jazz though, saxophone is generally more present than clarinet, except for pieces such as "One for the Clarinets". In more of an ensemble environment though, you would receive more clarinet solos than saxophone, in my experience. Overall, I would just go with the instrument you like the sound of most and go with that.
Given the octave change and the embouchure tightness, the obvious choice would be oboe - soprano saxophone. That said, one of the coolest rock sounds I've seen, was Clarinet mic'd with a pickup, running through a phasor, octaver and a couple delays before hitting an amplifier pretty hard. Sounded like a 70s Moog Synth.