I installed some air horns into my last commuter car as a secondary horn system ("the FU" horn vs. the "hi, are you moving so I can take your parking space?" horn.
It was amusing to wire in a big red button on my dash and was super cheap from Harbor Freight ($12 - they go on sale all the time)... but ultimately not worth it.
http://www.harborfreight.com/cpi/ctaf/Displayitem.taf?itemnumber=40134
Sure, it was loud as hell but the pitch was too high (even with both trumpets). Additionally, there was also a slight delay because the compressor had to start working before any sound would be made. Note: If you do decide to go down this route, make sure to check the relay BEFORE installation. Mine was defective and required me to reflow some solder points.
I also tried a pair of horns from a 70s Ford Torino (think Starsky & Hutch). They were ultimately kind of dissapointing as well (not loud enough). I did have a friend who pulling some horns of a 70s Cadillac and they were pretty impressive -- esp on his little Subaru. If you insist on upgrading your horn, I would go after the traditional diagphram style though vs. the air compressor -- the delay was a bit annoying.
-g