That's one option-- which is how I do mine-- but some people prefer a more artificial look to their horns, so you can paint them like you'd paint metal. Silver horns look better on Alpha Legionnaires and the like, I think, as well as on some more neutral color schemes that make heavy use of greys and whites.
I'd paint them similarly to Vash's - sorry, I haven't got a digicam so no photos I'm afraid - but I'd put in much more contrast. The base would be really dark brown, the tip basically white. As long as you put in a few lines running fom tip towards the base, it looks like horn.
A tip to make them look a bit different is paint them backwards; do exactly the same but make the base lighter than the tip. The trick I've found is the lines running along the horn - whichever way you do it it, as long as you've got the lines, it looks right.
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