Sad that I'm only allowed to give this one "Like." When the Vienna Horns do a transcription they do it right, i.e. as true to the original as possible. Awesome!
The Wiener Horn Ensemble proves my theory that the beauty of the sound of the French horn is logarithmically proportional to the number of horns playing.
l'm a horn player myself, but this level is just unreachable for me.(I'm from Germany and I need half an hour with the car from home to the Engelbert Schmid horn manufacture)
You can start on eBay. I purchased a few and actually was happy with them. Get a good mouthpiece. I have an old Alexander now. Works great! Go for your dream start small and cheap like buying your first car.
The really expensive horns are custom made. In some cases the custom horns get super valuable because the maker no longer exists (like Rauch). My Paxman cost me $8,000 in 2010, and is considered a standard horn vs a custom horn. A friend of mine owns a Rauch that he bought for $17,000. Just an example.
If you think horns are expensive, you clearly haven't priced fine string instruments! A pretty ordinary instrument that a budding professional might play can easily run $20,000. The instruments played by the concertmasters of the Vienna Philharmonic are owned by the Austrian National Bank, and are worth ~100x that figure! And bows cost a lot more than mouthpieces...
Most ppl play on F. But if you have the right bow (don´t know how to say that in english sry :( ) you can play in any key. I have one F, one Eb and one Bb bow :D