Re the horn vs no horn - if the only reason you want the horn is to grab it if horsey is being silly, why not get (or make) a monkey strap? Amazing things, I have one that I will probably put on my jumping saddle when I get around to finding one that fits Monty.
Re the english saddle vs western - I have ridden in both. I found the English saddles much easier to ride in but that may be because I've been riding in them for 10 years as opposed to one or two rides in the Western. I did like the Western though, very comfy, I just find it easier to find my balance in the more familiar English saddles.
I love my dressage saddle, very secure, but I have been bucked out of it! I've only come off three times in the whole time I've had the saddle, though, and that helps. One of those falls was stupid - I went one way, the horse went the other - and something I hadn't done in months. One was potentially serious but I came out ok (Monty went bronco). And the third WAS serious, I came off from a gallop onto hard ground. Minor head injury, hairline fracture at the head of my right humerus. I came out VERY light. If not for my helmet, I think I probably would have died, or at least had serious head injuries. I didn't even have any scrapes or bruises. But it could have been so much worse. I've only cantered three times since, and I haven't jumped... kicking myself up the butt tomorrow after work and I WILL ride, and canter, and I will jump. Even if it's a tiny crossrail, I will jump.