A lot of people ask how I made my Robolegs and horns, and I’m getting tired of answering the asks (not because I don’t like talking to you great people, it’s just the same question over and over), so I decided to write some stuff up.
The robolegs one will come soon and I’ll put actual pictures in this at some point.

I find making horns a pretty simple process, but I also have made something like 12+ pairs of horns. So I’m going to go through this step-by-step and try to make sure there’s as much information as possible. This is a tutorial that’s been done before (and I think I learned off one initially), but this is my process for it.
Material list I guess: I use a core of foam, covered with Paperclay to make it stronger and give it a smooth finish, and then paint and modge podge it. Sometimes it’s necessary to have support on the inside, or threading/bolting to make the horns removable.

The foam I use is Insulation Foam, the pink boards of it you can get at Home Depot. I think it might be blue at Lowe’s. It’s this stuff:

I make lots of things from insulation foam, so I tend to have a lot of it around. At about 10$ for a 8x4 foot sheet, it’s a good deal if you need foam! However, if you’re only making one pair of horns (or don’t/can’t buy insulation foam), you can also use Styrofoam, which is actually what I used for my Tavros horns before I started buying insulation foam. You’ll use whatever material you choose for the basic shape and structure of your horns.

BEFORE I START ANY CARVING I MAKE SURE I HAVE A DESIGN FOR MY HORNS

Look at this assortment of designs, goddamn.
This may not seem necessary, but I can almost guarantee it makes horns look better in the end! Not only can you size them appropriately for your head, but it means you can make your horns as symmetrical as possible. It also gives you the chance to make sure you like the shape before blindly carving.
Before you start cutting, make sure your foam is deep enough! You may have to glue more then one piece together to get the appropriate depth, but if it isn’t deep enough, your horns might end up weirdly thin from one angle.

Use the design you’ve made, cut it out, and outline the shape onto the foam.
!!!! MELTED FOAM FUMES OF ANY KIND SHOULD NOT BE INHALED! USE A STYROFOAM CUTTER OUTSIDE OR WITH EXCELLENT VENTILATION !!!!
Now, either use a styrofoam cutter or a sharp and serrated knife to cut around the shape. It’s better to cut outside the line then inside because it’s easier to take away then add foam. Take your time and cut off small pieces if you need to. The form you cut out doesn’t have to be perfect!

Once you have a shape you like, it’s time to round it out. I typically cut off the sharp edges with the knife/styrocutter before going at it with sandpaper.
Start sanding to get your shape smooth and for gods sakes go outside or you’ll get styrofoam fairy dust everywhere. It sticks to everything because of static electricity, so I’d even recommend wearing a dust mask (Seriously, it sucks to get it in your mouth). Your main objective now is to make the shape smooth. Make them round and keep the two horns as symmetrical as you can. You want to use the most coarse sandpaper you have to make it go faster.
(Note: The LOWER the number on sandpaper, the COURSER it is. 60 is usually good for this step but 120 will work too.)

Awesome!!
Now, this is where Paperclay gets involved. I actually make my own Paperclay because of how much I use, but you can buy it at craft stores at about 5-8$ for 8oz, which should easily cover one pair of horns. If you don’t have access to Paperclay, you can either use a recipe and make it yourself or try a different material (It’s a pain in the butt to make it yourself, so I’d really recommend not doing that unless you need a LOT!)
If you need to use a different material, Paper Maché would be my first suggestion - possibly the pre-shredded stuff you can sometimes get, or even using tissue paper. It won’t be as strong or smooth, but it’s better then nothing. But I’ll assume you have Paperclay and get to that.
Basically, you want to coat the whole foam horn in a thin layer of the paperclay. Try and keep it as even as you can, but keep in mind that you will be sanding this, and make sure it’s thick enough to keep from sanding through to the foam. You can dip your fingers in water to smooth out the paperclay, which can save you plenty of sanding, but this does take finesse. Take your time, because this will dictate the final texture on your horns. Don’t go crazy over it though- you still have to sand!

IT’S A REALLY GOOD IDEA TO WEAR A DUST MASK WHEN YOU SAND ANYTHING. Any kind of dust in your lungs is not good and can hurt you in the long term or make it temporarily hard to breath!
When you’ve covered the horns, it’ll take a while to dry completely. It’ll feel dry long before it’s dry all the way through, so I usually leave it overnight to be cautious. I typically leave plenty of extra on the tip, both so I can sand them to a nice point and so that it’ll stand up to being dropped and hitting things. This is also your final chance to correct any mistakes you’ve made with symmetry or the shape.

Sanding time!!! This is going to be the final finish of the horns, so make sure you sand them well! Try to smooth out all the ditches and bumps. Start with coarse sandpaper (60-120) and move to a smoother grade when you’ve gotten everything major (150-220). Now is also when you form the tip of your horn. Once you’ve finished, you should be able to feel the difference.
Dust off your horns and it’s time to start painting!
Usually when I paint horns, I do something else because you wait so much for drying. But, before you paint anything, put a layer of Modge Podge on the horns. You can also use 1/2 white glue and 1/2 water, but don’t skip this step! It’s important because it seals the paperclay and makes it stronger.
When it comes to painting, it’s up to you what you want to do with it. I mix my colors to try and get as close to canon colors as possible, but I’ve seen some great not-quite-canon coloring. I personally use painter’s tape to section off the colors, but gradients can look great, as can painting the lines by hand!
However, regardless of what you want to do visually, acrylic paint is probably the best to use. I’d also recommend you water down the acrylic. It’s much better to put on several layers then trying to slosh it on all at once. Watering it down will reduce brush marks and just generally make the paint go on smoother.
I paint horns to prime the darker colors, so I usually paint the whole horn the tip-yellow, then from the middle-orange down, then the darker orange just at the base. I’ve found this means I have to use less coats for the bottom layers, and they just look a little better.

When you’ve finished the whole painting process and let it properly dry between all the layers, put on another layer of Modge Podge (or again, you can use watered down glue, but Modge Podge seems to dry clearer). If you live in a humid climate, you might need to put a sealant over the Modge Podge to make sure it doesn’t become tacky in humidity. Barring that, you have some awesome horns now!

As for attaching these to a headband, snaps, or whatever you use, I always use Epoxy. Mix it well and make sure you have plenty on both the flat of the horns and the base and it will hold for a pretty long time. My Tavros horns went about 9 months without coming off, and I wore them a ton and treated them pretty badly! More often then not, it’s the headband that will fail before Epoxy (Barring Grand Highblood horns, but that’s an entirely different matter).
Once you’ve got them onto a base, you’re ready to wear the horns in all their glory! The foam and paperclay method means that they’ll end up pretty damn light (at times, I’ve forgotten I’m wearing even my Summoner horns) and really goddamn strong (I can’t even remember how many times I’ve bashed my Tavros horns into something and I’ve dropped all my horns with no damage).
Good luck in making a pair of your own horns - And if you have any questions, feel free to ask! Except for the basic steps, I’ve learned this all on my own and I can definitely say I’ve had some spectacular failures/learning opportunities.
Edit: I’m gonna start linking additional information
How I would make Aradia horns (includes talk about how I made Grand Highblood horns)
What to use for screw-on horns