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Recording live bands with horns

Last night I went to see a band that had a horn player. I quickly realized that if I were gonna record a band like that, shouldn't I get some sort of "clip on " mic. For doing horns, live.
Doesn't Sennheiser make a clip on? Or is the Audio-Technica pro 35ax the way to go? Or which other mic would be good for doing horns and such?