Do you have problems memorizing the songs for each horn and weaving them into normal combat? That's been one of the things holding me back from using it. I feel like I'd just give a buff or two in the beginning of a fight then just say screw it and dps the rest of the time with complete disregard for songs.
Not at all, but I've been sticking to 2 horns as I've been upgrading them and they both share their most important song (attack up). Half of each horn's songs are going to be situational so you only have to memorize 2-3 of them anyways, but once you stick with the same horn for a couple hunts it's 2nd nature.
As for playing them during combat, the new note system encourages you to do it by making it auto-encore your last song if you hit monsters with your notes instead of hiding behind a rock and swinging at air like a srublord. As long as you stay cognizant of your song effects ending, it's really not hard to plan out which attacks you want to throw out to re-play it. You just need to make sure you're extra careful when actually playing it, since that's when you're left the most exposed, so often I don't use my R-swing to hit a monster unless he's downed, and prioritize more on using it when I'm safe, just like I would a potion.
My problem in 4U with the horn was that I tried to do it late game after I'd gotten to G-rank with SA, so I basically built myself a mini-collection of horns and didn't take the time to learn each one of them organically. Constantly switching horns I had to basically memorize each song list on the fly. Like most weapons starting it from the beginning of the game has been helpful.