If there is no play in your steering wheel it's likely the horn ring on the back of the steering wheel hub rubbing on the horn contact on the column. Mine recently did this and to me it seems much louder than it is b/c the contact is bolted to the hollow column cover. The contact wears in and once a groove is formed the ring sits deep enough for the nylon around the ring to rub the contact. One fix is to smooth the edges of the ring on the back of the s/w hub. I tried this and it worked for a bit. I ended up placing a bit of silver solder in the groove worn into the contact to bring it back up level.
Here's a shot showing the horn ring on the back of the steering wheel hub. You want to sand the nylon on the outside of the ring where the metal is inserted.
Here's my contact after solder applied in the groove. Sorry I didn't think to snap a photo before. Mine was worn almost through. I've been running mine like this for a few hundred miles no problems. I just pulled the s/w last weekend to install the Leland bushing and it showed no wear.
If you have an extended hub like me and can't reach your fingers far enough in to start the steering wheel nut. Take a paper towel wad it up and stuff it into your socket. This will keep the thin nut from falling too deep into the socket. Also, you want to have a bit of the paper on the edges so the nut doesn't fall out. Pop an extension on the socket and you can easily get the nut started.