My horn sounded very strange, like a buzzer. I thought maybe one of the horns was broken. But when I removed the bumper once to get at something, it turned out that one of the horns was resting against the metal frame of the car, and when it sounded it would vibrate against the metal and sound really terrible. I just had to bend the bracket out a bit, and it sounded like new again.
To remove the bumper, follow these instructions, it is a really easy thing to do.
http://mbworld.org/forums/c-class-w202/231555-howto-fit-c43-amg-front-bumper-fogs-w202.html
The horns are tuned to specific frequencies, so when you sound them they make a nice chord. If your horns sound bad, one or both of them may have a blown diaphragm and need to be replaced. You must get the correct tone frequency or you could end up with a horn that sounds like a horror movie. Only place I know to get them is the dealer, although you see Hella two-horn kits for sale on eBay.