Bruce Ciskie at AOL Fanhouse lists the top 5 goal horns in the NHL and MSG comes in at #5...
No. 5: New York Rangers
We tend to lean toward cool sounds, but this is also about tradition. No matter what other arenas sound like, there is one goal horn that is probably familiar to even people who don't follow hockey.
With apologies to all fans who feel nothing but general annoyance when the Rangers score, we can't pass up the old horn at Madison Square Garden.
...you know what's funny, I'm usually so pre-occupied with singing the goal song I don't think I've ever really noticed the horn.