I think washes work well for things like ribcages or skulls or even bone arms/legs where you have a lot of detail that the wash can fall into and create a natural shadow.
For long things like horns, I prefer to take the extra time to layer the paint and use a streaking style to give them more depth. Obviously it takes a lot longer, but if what you're aiming for is how the Slann horns are painted in the original post, that's what you want to do. Like Divinor said, just to expand on that, what you want to do is this... (stages 1 to 4, left to right, starting with a dark brown).
Some people tend to do this when they try and paint horns...
But if you have a steady hand and are willing to take the time, if you can do it more like this it'll look better (IMO at least)...
It takes a steady hand and time to do it right. Admittedly I dont have a brilliantly steady hand, so often I accidently put a little wiggle in my streak and have to go back to my previous colour to clean it up. Try and keep the streaks following the shape of the horn (so if its a curved horn, curve the streaks, if its a straight horn, try your best to keep your streaks straight). The white bit at the very bottom of those images is like the highlight, so you'd only paint that on the very tip of the horn and the majority of the horn would be the middle colour (the bleached bone-like color).
As Divinor said, keep your paints well watered down, so that when you paint them on they end up slightly transparent with the first brush stroke then strengthen up with a 2nd brush stroke as that will give you a smoother transition than just painting a solid color for each layer. Also keep the tip of the brush sharp to paint the point of the streaks (I roll the brush against my pallet when I pick up the paint as it puts a sharp end on the brush once you've got the paint on it).
You can also work from light to dark, which I think is quicker, but harder to create smooth transitions and sometimes you get stuck if there's a lot of detail at the base of the horn and you can't get the brush into position to paint it well.
That technique works well with other colours too, its how I painted the armour plates and talons on all my tyranids (with darkblue->light blue and dark red->light red respectively).
EDIT: Sorry, I should have resized the last image so it wasn't so big, lol.
