@adamfarr is absolutely spot on with all points - especially the F...fairly hard bit!
Here is my take based on using Chris Hein Horns Compact...
To my ears the Chris Hein Horns are absolutey AWESOME!
The keys to authentic horns (IMHO) are…
Make sure your MIDI notes are not perfectly lined up – it is the subtle timing differences that give that authentic “feel”
During held notes/chords spend some time adding volume automation to provide “swells”, crescendos, subtle variations on each instrument etc.
If you have access to “articulations” make sure you throw some in – eg rips, falls etc.
You could also experiment with micro tuning adjustments on each instrument, which may help to “thicken” the sound and add to the realism
I would also be very wary of adding too many horns (depending on the style you are working on) – in soul, funk etc. the horn section is usually quite small
You might be “fooling” yourself into thinking that adding more instruments is improving the sound – it might just be the volume increase making it sound "better"
You may be better off spending your time tweaking the sounds
Here are some few tracks where I have put this in to practice:
Nice Guys
Mr Bad News
I also recorded some "sax" on a track for NEIL C using my guitar synth that had a little more of a jazzy feel:
As with most things "production wise" it is attention to lots of little details that add up to make the biggest difference
I hope this helps