The beauty of the piezo is that it's actually a low amp speaker of sorts and doesn't use a lot of power to make a lot of noise. They're kind of like LED's of the speaker world. To get the same output out of a regular horn takes quite a bit of juice to get any volume out of them. And as for a lot of the horns listed in the thread so far, a few are air horns with an attached compressor on them. When you hit the button it actually runs the compressor which will probably use more juice than a regular horn.

I think the piezo is going to be the best option for power consumption. Unless you want to carry a 12V motorcycle battery too.

I didn't realize the air horns didn't make noise when it got cold. It doesn't get that cold down here in FL very often.