I have been to the horns twice and found the best snow to be to the west of bear lodge. check the snotel sights and see where there is the most snow pack and go from there.
It really just depends. Have had awesome snow north and west of bear and have had it better to the south. Go west one day and south the next and then head to where its better. Last year the best snow was aways south on P trail when I was there.