Okay, so I feel a little silly about never thinking of this before, but I finally just MADE myself horns so I could give my friend back his.
Really cheap, really easy to make, and not too bad looking for a first pair.
Playdough!
Because that stuff takes a while to dry, I was able to spend a long time shaping them to be what I wanted, then just sat them on a shelf for three days to dry, painted them with acrylics, put a water sealant over that, and voila! Cost me probably $3.
I've done some tests on dropping them, so far wood flooring hasn't chipped them, and playdough seems to have be not very brittle, so I'm just waiting to test them out at the next event!