The Western is my favorite type of game. I'm from the Texas Panhandle, so I grew up with these kinds of characters. The lifestyle where I grew up ain't changed that much.
The first thing you've gotta do when running a Western is know your material. Are you going for historical accuracy? Pick a spot you can either find a map of or lots of information on. Google-fu helps here. Making things up is okay too. As long as it seems plausible. The West was a varied place, with lots of mystery and action.
The biggest problem with a straight Western is you have very little in the way of "monsters". I get around this by using major NPC development. Make them HATE your villains. Make them love your victims or "normal folk". Find a book on NPC's. Johnn Four has a great one on his RPGtips site. Big help. Lots of realistic characters offset the lack of the fantastic. Then, if you throw the fantastic in, it seems so much more real against your realistic backdrop. Its jarring and strange, as it should be. Most Western game systems have pretty deadly combat, or should. I play Boot Hill 3rd Edition. It has scary combat. Make the players realize how deadly it is for their beloved characters. Give them opportunity to be heroic.
Do not allow your villains to be killed off easily. Keep them around as long as possible, by playing them as smart as they would be. No encounter with a villain should be on equal footing. They always stack the deck. Many players will attack them anyway. Then, its no mercy time. The Western Genre should have that in common with Horror. Remember that you have no "high hit dice" monsters. All you've got is a person, with skills, intelligence, and a horde of minions. Use that. Any crazy combat tactic the players might use, your villain should too. Dynamite. Snipers. Poison. Have different NPCs give the players different stories. Lie. Make the players figure out what is going on.
What I do is use an event timeline, as in, my NPC's are gonna do these things at this time. If the PC's don't interfere, the villainous plot happens. Find stuff your players hate in real life and have your villains do that. I shock my players. They can't wait to kill my villains... or worse. . I'm a sandboxy GM so YMMV. I almost never do a linear plot. I do my best to get the players emotionally involved. At that point, the characters naturally follow.
Go watch "Deadwood". "Open Range" is good too. All the Spaghetti Western type stuff. Anything to get you that movie type story structure. That works awesomely for a Western. Start with conflict early, in Media Res if possible. Throw in a huge setback at about the 75% mark. Make it look bad... then more conflict. Westerns should move fast... don't spend a lot of time on investigation unless it builds suspense. Bogging down with "dungeon" type play, mapping, etc, will destroy a Western. Its all about the feel and flavor and pace. Try to keep the game from slowing down. Most people have seen a Western or two. Its part of American cultural identity. Its iconic. Use that to your advantage, and give your players a ride.
