I have no spark on ignition wire # 1, I have changed plug wire, coil, coil module.

Could be pickup coil, crank or cam sensor. I assume you replaced these parts with know good ones? I like to swap out those parts with the other working parts on the car until I determine the problem. Sounds like it's not getting the signal to fire. Autozone sells the ignition control module for $140. I would try to find that car and do a quick swap to make sure before buying it. I don't think they'll allow you to return it being electrical.

I changed the ignition coil module, ordered on the internet, it still does not fire on #1. I have not changed the crank or cam sensor.

Just to add to this one does it have any spark to any of the cylinders?I would guess not but would like you to comfirm this. Those cars from 1998-2002 the S model saturns were known for bad crank shaft position sensors. Its easly tested with a multimeter. Let me know so I can help you out I know these cars well.

The remaining cylinders function perfect. The car runs except at a light, it wants to quit because it isn't firing on cylinder #1. I just went to the parts house to order the crankshaft sensor, only 16.00. Will arrive tomorrow.

The crank shaft sensor if it was bad it wouldnt have spark on any of the cylinders not just one cylinder without spark. Thats why I asked if it was just one cylinder. Are you sure its not getting spark on that one cylinder and its not another issue like fuel or compression on the number one cylinder?Also any codes in the computer?