In some of my previous cars:
www.thewho.info/wfc/cars.html
I had the dealer remove the 'Cadillac' sounding horns of Germany present and replace them with my favorite horns - the two-tone Mercedes-Benz horns of the 70s & 80s.
Unfortunately, the process is a little difficult - removal of the front bumper, creating a bracket to hold them, etc. and sometimes an electrical difference, causing 'something' to blow out. Typically the dealer charged ~$200-$250 for the install and the horns themselves were ~$35/each.
I also inquired about air horns (I like the way they sound too), but was told there wasn't a lot of room under there and was discouraged...
I'm not sure why German auto makers changed their horn sound from something 'effective' to something that sounded 'American', but the results are pretty bad...
Not sure if I'll change the horns when my new Cayman S <finally> arrives, but...