I enjoy using the hunting horn now cos you can run quite fast with it and if you have the flute mastry skill it makes the buffs last longer. it can be very fast if used properly and also is one of the strongest weapons. the only thing it lacks is the guard but i never use it, also if you didnt know some horns can heal you and have antidote. gunlance i find a bit slow for my taste. though i do enjoy opening a can of wyvern fire on monsters the sharpness decreases a bit too fast so i find doing a lot of damage with it.
i find it too hard to learn all the notes for a Hunting Horn so end up using random notes although i do want to learn how to master a Hunting Horn as they can be extremely useful especially in multiplayer hunts. I agree about the sharpness on a Gunlance but that can be solved with alot of whetstones and the Sharpening Skill. Although they are slow there block is one of the best in the game so you dont have to keep on putting the weapon away to dodge, just block.