In case you haven't had a chance to check it out, I highly recommend the IHS Excerpts page. Horn players worldwide are grateful to Daren Robbins, who created this compilation of horn excerpts. There are many wonderful excerpt books out there, some more comprehensive or more in-depth, but the great feature of this excerpt list is the accompanying collection of audio recordings. Horn players can easily see and practice the excerpts, and can also listen to the excerpts--in full context. There are several different audio recordings for each excerpt, allowing listeners to compare and contrast a multitude of styles, tempi, horn sound, etc.
If you don't know where to begin, I recommend listening to and learning Tchaikovsky Symphony No. 5.
Check out the horn excerpts now: www.hornsociety.org/hornexcerpts-org