I made a pair once for halloween, 1998, so I cant find the picture. Even the hardcore art students at the bar loved the look. Its light-weight and as cheap as you get so its probably worth a try.
Take toilet paper, (yeah TP) and twist it, then wrap the twisted tp around a piece of wire. You usualy end up twisting the tp as you go. just wrap more layers onto the parts that need to be thicker. Once youve done that, and youve secured the end with glue or what-not, it wont look quite good yet. THe next step is just to paint it. The tp shrinks a little when you paint it so it settles into a nice texture. I think for larger horns you would want to wrap a hollow frame maybe. Cant say never done it.
Anyway might not be the look you want but its really cheap to do a piece test with.
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