I would only disagree with the haggling comment - even nyc shops will take offers on horns, including horns on commission. Now, whether they would still be more expensive than anywhere else is another story...Bring money! Lots and lots and lots of money! And don't expect to be able to haggle, either.
Frankly I wouldn't buy ANY high cost item in New York City or environs (New Jersey, for example). Boston area MIGHT be a little better. But not much better.