PLEASE don't get a new saddle and try to break your horse in before getting used to it. Any new saddle takes time to get used to, and such a big change as english to western will take a LONG time to get used to.
You are more secure in the tack you KNOW - It has nothing to do with horn or no horn, or anything else. If you know your tack you will be more secure in it than ANY new saddle.
If you want to train for lighter cues, then do it. Lighter cues are not exclusive to western riding. All my horses, no matter what their intended discipline, learn to move off my leg, neck rein, stop on a dime, turn on a dime, and ride on a loose rein AS WELL as learning to move with contact, in an english frame.
NO training is exclusive to the tack you use.
If you want to try western -Go ahead! I'm sure you will have a ball. But don't try it for the first time on your breaker, and don't think that that type of training can only be acheived in a 'particular' saddle.
Choose a saddle that fits your horse perfectly, and is comfortable to you. That is the most iportant thing when breaking. Another thing to consider is that if your horse gets a bit unruly, it may be better to have a crappier saddle - in case it gets dragged against a fence, rolled on, etc.