In terms of care, this is a great page:
http://www.phrynosoma.org/ . It gives you cage sizes, set-ups, lighting, temps, and will answer just about any question you have.
Diet is the real challenge. They will take small prey items like fruit flies and pin head crickets (they like prey items they can catch with their tongue). But most of the people who have had long term success with them, incorporate ants as a staple. A horned lizard will need 30-300 ants a day, depending on the species. Catching them yourself can involve hours worth of work every day. You can order ants here:
http://www.phrynosoma.com/ . but they're expensive. If you had a desert horned, a species commonly sold that should have a high ant diet, and had to provide it with 300 ants a day you would be spending around $25 - $50 a week. The above page on care also references what proportion of the diet of each species should be composed of ants.
They're cool little lizards, but they require a huge commitment in terms of time and / or money.
Hope this helps,
Alice