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FIAMM Airhorn
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This is one of those mods that address a major defect in Miata's design, the 'beep-beep' horn system. Miata has always come with a very small horn that makes more of a 'beep-beep' sound than a actually 'honk'.
I address this by getting a air-horn system. While the idea is great, the install is a little more complex. The OEM horn is a single unit while the airhorn is a duel, compresser and twin-horn, system. The whole package comes with two horn, air hose, a Y-adaptor, and a compressor.
One problem that many Miata owner adding this mod have found out is that the OEM horn is on the same fuse as the brake-lights. By attaching the compressor in place of the OEM horn, using the horn with the brakes will always blow your brake-light fuse thus loosing brake-lights and air-horn... not a good idea. The only solution is run a relay inline of the OEM horn activation wire or use a low wattage compressor.
While there are many airhorn system out on the market, I found that the FIAMM 12V horn kits to be better built and finish. And they also have been proven to work without a relay because of the lower wattage of their compressor.
With the FIAMM kit, I was able to install the air horn with the compressor using the OEM mounting point and OEM wire plug.

I got some L-shape bracket and mounted the horn in place of the OEM mounting bolt. I than found another OEM thread hole which I mounted the compressor, than ran the hose and connected everything.

A diagram of how the layout should look and how it mounts to the body. It�s a clean install without any blockage of airflow for the radiator. I�m currently using two �L� brackets to make the shape that I want, but it�ll probably change in the near future to a full-piece unit that I�ll have to fabricate.
The compressor fits horizontally in a hole that is next to the air horn mounting point. I grounded the compressor to the OEM mounting point and just plugged my OEM wire to the compressor.
NOTE: If you are planning on using this install on your none-FIAMM kits, please test your horn and brakes together to see if it blows your fuse.
The real nice thing about this is the usage of the OEM mounting point from the OEM air horn. And since it�s the OEM mounting point, the OEM wiring plugs right into the compressor.
UPDATE: 4/10/2005
As stated before, I really want a single unit bracket instead of rigging it with L-bracket. So, I spent a full day and fabricated a replacement bracket.
I removed my old mounting system for the air-horn and measured out the sizing for the one I will have to fabricate from aluminum flat-stock.
After cutting out the flat-stock, I polished it using some cutting compound to bring out a nice shine. Than made the correct bends comparing it to my old bracket to get the measurement right.
Here's the bracket after I drilled two of the three mounting holes. Also a view of the new and old bracket side-by-side.
Same bracket after more polishing and two more holes.
Here's the new bracket mounted on to the air-horn. I probably didn't have to polish it but it sure makes it look extra nice.

The whole system is mounted back into place. Also rewired the ground wire so that it's a single wire instead of having two separate wires. You can compare the new setup with the old one... a whole lot cleaner looking.