Thank you!
I've also struggled a lot with getting horns right, a lot, but I think I found a method which works for me (and by found, I mean blatantly stole from somewhere on the web). I use a mix of Mournfang Brown + Skrag Brown as the base colour, and then I apply several layers of watered down (50:50) paints;
1) Skrag brown (everything but a very thin ring at the base)
2) Skrag Brown + Ushabti Bone, covering everything but a very thin ring of the previous layer
3) Ushabti bone, same procedure. This layer should cover at least 75% of the horn, otherwise it turns out too brown; if you look at the picture, you'll see I left way too big a part of the horn brown, especially on the middle one. This was the result of painting the previous rings too wide- they should be really thin!
4) Ushabti Bone + Ceramite White. I would have used White scar, but unfortunately it dried up. This should cover about the upper half of the horn.
5) Ceramite White to paint just the tip of the horn, really just touching the tip with the brush should do it.
Hope you can use that! I'll post another picture of the other thunderers (I'm up to 6 now) when I get the chance.