Being someone who is obsessed with getting great acoustic sounds from his XP, I think I can give good advice.
1) DO NOT waste effects on trying to improve your horn sounds. Use effects to improve your mix or for more important things (such as a gated reverb for a snare or an AUTO-WAH for a guitar).
2) Do make use of the tones. Part of the reason why horn sounds (mainly Brass sections) sound a lot better on newer synths is because of programming.*
* On a lot of older synths, programmers typicaaly took brass section samples and used them as the basis for their brass patches. This is the worst way. Most of these guys never sampled these sections all the way up the board. This leads to thin high and lows.
On the newer synths, programmers would usually link trumpet, trombone, alto and tenor saxes (for example) to get their brass patches. Why? Isn't this what a brass section is composed of? This is what gives you more of that authentic sound. The XP?super JV never used this technique. Surprisingly however, the older JV synths did.
Check out the FAKE BRASS and BRASS COMBO patches on the older JV line (these could be downloaded of the net), these really kcik some serious ass.
Good Luck.
The Infamous Epu.