Pianists have notorious difficulty in transposing instruments, simply because they never have to do it. However, a quick technique that uses the spatial visualization of the keyboard will turn this weak skill into a strong one.
Taking the French Horn example. The horn in F is in fact called the horn in F because when someone plays a middle C (that's given on their staff paper) on their instrument, a concert pitch F comes out. So logically, the concert F pitch is the horn's staff paper middle C.
*It's important to note that for most instruments, the concert pitch that comes out is the pitch below middle C, and not above, unless it's an octave transposing instrument like the cornet.