When playing tenor sax with guitar accompaniment, what scale pattern do I use in key of E. When I play E major scale it doesn't sound right.
Assuming you are going off the tenor sax's written part then you're not actually in the key of E major which is why it doesn't sound right. The tenor sax is a transposing instrument. When a tenor sax plays a C note on their instrument it will sound like a B♭.
If the tenor sax's music is in the key of E major then the concert key will be a whole step higher so the concert key would be F♯ major so try out the F♯ major scale patterns against what he is playing.
Guitar does not transpose key signatures (however it does transpose down an octave as commenters have mentioned), so an E major chord is an E major chord. Saxophones are transposing instruments. Tenor saxophone is a Bb instrument, meaning a concert pitch (non-transposed pitch) of Bb equals a C on the tenor sax. From concert to tenor sax transpose the note up a major second. So if the guitar is playing an E Major chord you would want to transpose that up a major second and play an F# Major scale. Fun!
Two quick additions that I felt warranted another answer:
For future reference, the trick is to remember that "when an instrument plays a written C, it sounds its name." By "its name," we mean the pitch of the instrument. The tenor saxophone is actually a Bf tenor saxophone, so "when it plays a written C, it sounds Bf," meaning it sounds a major second lower. Thus you would want to write it a major second higher than you want it to sound.
With that said, the tenor saxophone actually transposes a major ninth, not just a major second; so make sure you keep that in mind!
(Both previous responders are correct in saying that the tenor sax should be playing in its written key of Fs major in order to sound in E major.)
If you are using tenor sax music to work with, and it's written in E, then effectively you are playing in concert D. One way round the problem playing with an instrument that sounds concert (a C instrument) is as the others have said, for you to transpose everything UP a tone, so you are now playing in F#. E has 4#, and F# has 6#. You may be happier sticking to the key of E. In which case, the guitar could (fairly easily) move DOWN a tone, and play his part in the key of D. If it's chords, the change is fairly simple, either moving barre chords down two frets, or reading the letter in the alphabet before the written one - E is now D, A is G, B is A, etc. Just watch the accidentals!