I had a miata for a while. I got some cool horns from harbor freight, they were high pitched but dual tone, sounded like an italian sports car. I wired the compressor straight to the stock horn power, but that was a bad idea. Making air for the duals drew more power than the stock horn (duh) so it would eventually blow the fuse. Funny thing was, I think the horn was on the same circuit as the brake lights, so if you jammed on the brakes and hit the horn at the same time (who me? never!) then the fuse would smoke in about 2 seconds... no horn, no brake lights. wee-yow.
Anyway, I think you could work around that by wiring power straight from the battery, and using the stock horn power to trip a relay. *I think*. I'm not an electrical guy (obviously).
Anyway, I checked harbor freight, the dual air horns only 14 bucks!
http://www.harborfreight.com/cpi/ctaf/Displayitem.taf?itemnumber=40135
cheers ~ (a)