When buying horn, be aware that many are hollow for a good deal of their overall length and it may only be solid for a few inches near the tip.
Cattle horn, Indian Water Buffalo horn, Ram and Goat horn can be used and it is malleable when boiled for some time in water. (Do this out of doors or expect a demand for a divorce).
Horn can be cut easily with hand saws with a little care. It is easily filed and sanded to shape. Polish with finer grades of sandpaper and end up using steel wool. Finish off with a metal polish such as 'Mepo' or 'Duraglit', the latter is better but slightly more expensive, polish the horn leave to dry for 30 seconds or so and polish off. Do this two or three times and you'll get a gloss like glass. This very fine abrasive is excellent for getting a really good finish free of all scratches.
Be aware that horn can change colour in different parts of it's length and there may be the possibility of traces of core in it's centre. You can't judge this by looking at it, you have to buy it and take your chances when you cut into it.
Your best bet is probably Indian Buffalo Horn which is relatively cheap and widely available. It's generally a dark black colour and each horn has a good length of solid material. Ask the supplier if he sells 'Scales' these are slices of horn cut along it's length and come in various thicknesses. Work out what you need and phone or email a supplier and ask if they can provide these. It's perhaps better than buying something sight unseen and hoping for the best.
Ignore totally the Antlers of any Deer or related species, they are a totally different material. These cannot be bent of shaped by heating, as they're more akin to bone.
Harry