I think it should stay `Ol' West' (or possibly `Ole' West').
I love the American West as a setting. I hope you pull it off.
Cigars would make the settings inside of saloons great. Some real smoke effects
would be awesome. Someone by the name of Giltwist had a really neat smoke
effect script. I can't remember if he just gave it to me or posted it to the
NPC Scripting forums. It is probably worth a search.
Also, quick draw contests would be great. If you have ever seen the movie
The Quick and the Dead you know what I am talking about. I'm sure you
can think of a few ways to make this more interesting than just pushing buttons.
I think bounty hunting is a must.