Wade,
I've performed M1 as an invited sixth horn in an amateur orchestra in the 1990s and have performed M5 as the principal horn a few years ago in that same orchestra after I joined it as a regular member. I also performed in a pair of a unique performance of the 2nd's "Grosse Appell" that had been arranged by a friend for small wind ensemble, two voices, organ and percussion.
Mahler wrote great parts for the French horn. As an amateur, I'd always been familiar with them and enjoyed the challenges posed by them like those of Strauss' parts.
Playing M1 was great fun because I had loved his music and had had so little orchestral experience (none with Mahler) after leaving college in the early 1980s. In that sole M1 performance, I'll never forget being the absolutely first player in the orchestra to enter upon the conductor's upbeat to the final movement. As I recall, everyone else entered sometime slightly later. Stürmisch bewegt indeed! To this day I don't know if I was simply too eager or the rest were waiting for some other invitation to join the outburst as his hand lingered at the apex of his swing.
Undertaking a reduced orchestration of the 2nd's Grosse Appell may seem a severely misguided endeavor, but my now-deceased friend from old my brass quintet took up the challenge inspired, and we players gave it our best. I'll admit to missing the chorus and strings at the two performances, but I recall giving it my all and getting goose-bumps despite the reduced forces.
The M5 has been the pinnacle of my performing experience. I'd never dreamed that I've get to perform "Mahler's horn concerto", certainly never as principal. However, at the end of the 2005/6 season, when the next season's program was announced, I was honored, thrilled, and scared. I practiced the part all summer, fall, and winter. In March 2007, I had my once-in-a-lifetime experience. Though afflicted with the flue, I actually managed a half-way credible performance, moments of which I am very proud. At the concert's end, I was never so exhilarated when invited to take a solo stand. If asked to do it again, I'd volunteer without hesitation.
Though maybe 'Walter Mitty' experiences, they were very meaningful, and I cherish them... and I thank Mahler for that glorious music.
Russ S