Names... the quick answer is read period material. How to find period material? The Internet is your friend. The trick is to tune up researching skills to be able to find, for example, online copies of the Arizona Miner newspaper. The names, the places, the events are all there. Better still, look at the advertisements. It's not hard to find out that a "forty dollar saddle" in 1880 would cost about $1233.49 (or €1115.12) today. Do a little more digging, and you'll find $40 wasn't easy to come by and represented a major investment.
I definitely know difficult it is for us Europeans to get authentic, 'first-hand' knowledge of The Old West - 99.98% of everything we ever see over here is Made In Hollywood (or in Almería, Spain! (link to article on Wikipedia) ), so best of luck with your project.
Another thing to look into is the naming conventions of the period. It seems to me that people (especially men) had a slew of first names. Others were known by their occupation like 'Joe Blacksmith,' 'Horse Trader Sam,' 'Billy Stagecoach' or whatever because every town had a bunch of Joseph, Samuel, John, William, Edward, etc. (Maybe that's the Hollywood influence talking, I dunno).
DavidG - thank you for the links!
Nosebard
Back to names... while the given names you listed ("Joseph", etc.) were certainly in use, there was also a much greater use of Biblical names. The nicknames you cite, however... um... just maybe a little more research will suggest more likely nicknames.