I like to start on my largest horn, the tuba,
then go on to the baritone, then alto horn, french horn and finally the trumpet.
By doing this pattern I get to use more air for each new pattern
(add one new note each time). I also do a similar descending one,
and by that I cover a two octave scale in range.
By doing this pattern on the tuba, I never have to do any breathing exercises
in addition.
Later, when I work on musical pieces on the different horns, I try to do it
like Arnold Jacobs tells us: "Song & Wind". I try not to think about
any mechanics, but only focusing my mind on the "beaty of the sound". I also
listen to recordings of great artists. Have you for instance observed how
beautiful Dennis Brain starts his high notes?

I do not always start on the low C - it differs from day to day and from
horn to horn. The C in the staff is also a good starting point.
I also try to use pieces written for trumpet on the other instruments.
Theo Charliere's Etudes works great on Horn as does the Concone etudes.
I did also try out the Neruda Concerto on the Horn - well it was
written for Corno da Caccia anyway.
(McNaughthan has more info on this piece.)