I got a set of dual tone air horns to replace the crappy OEM one.
I disconnected the stock horn cable, used a spade connector (or whatever it used) and plugged in right there.
I then ran that wire along the front (next to the wire wrap) and down into the hole next to the coolant reservoir on the driver's side.
I removed the splash guard for that wheel well and mounted the compressor and horns using 90 degree brackets from the hardware store just inside of the hole.
I plan to remove it, as I have a CAI that has been waiting to go in, which is going to need that space though.
I plan to get a new horn that doesn't require a compressor, as it doesn't work all that great for quick bursts and the cold air in the winter here causes it to not function at all at times.