EQ first
Then doubling and reverb are often employed here.
Horns should have a reverb of some sort; in my eyes it's hard to picture a setting where they wouldn't. Live horns bounce around a room a lot. Even a dead room.

One trick, to expound on one suggestion above, is to duplicate the track, pan the original a little in one direction, pan the copy in the opposite direction and have it a little delayed and lower in volume.. then reverb them both the same amount. I've ended up with some sampled horn sections from a Juno-G that I really liked. It may not be how someone else would like it, but I did!

I do not work here, but the benefits are still awesome
Make your sound your own!