For starters, I mounted a 7 amp-hour gel-cell on the frame so that I wouldn't have to keep buying batteries for the headlight. The headlight is a 12 watt Malibu light from Home Depot complete with a very good diffraction lens.
The horn is a scavenged auto alarm from Walmart. I just use the horn with a nice box on the back of it to house the electronics. Inside the box is a 433 mhz receiver module ($10), and a pic16f628 ($3) and a couple transistors. A button mounted on the handlebars sounds a 2 level horn. "blip blip" at first and then "Aoogaaaa Blaaaah" after that.
I made a motion sensor that mounts on the horn itself out of small spring with a weight that rattles against a contact with very little motion from the bike. This causes the horn to sound and flashes the headlight at the same time. Quite a commotion.
The next project on this is a mechanism
that physically locks the rear wheel when the alarm is set. Then
I wont need to actually use the locking cable in most situations.