It's a story, same as every other story, except for its setting. What did you have in mind? Have you got the spark?

I think/hope these links are in one of the sticky info threads... if not, maybe they should be. They're just some of the many resources out there, maybe you found them yourself already.
How to Write a Western
Do you want to write a story that evokes the feeling of a period of time lost forever, of a way of life dwindling faster than your protagonist can or will adjust? Does the idea of a creating a story set in the old American frontier rouse your imagination? Then come with me on a journey of learning about the Western. Letís get to the lonely heart of the stories that combine Crime, the individualís relationship to Society, and the Action of an old-time heroís reluctant moral dilemma.
The 3 Golden Rules Of Writing A Western
Westerns are a strange genre of fiction. Theyíre generally set in one place, deal with one kind of character and utilize a specific but limited aesthetic language. At first glance, it seems like such a specific setup that this fully fledged genre should actually be just a niche interest. Cowboys on their horses always seem to belong to the generation before, yet the Western never really leaves, with constant new films, novels and video games published in the genre year after year.
How to Write a Kick-Ass Western
Using the 2007 western remake 3:10 to Yuma to examine the western genre in storytelling.
6 Tips for Western Fiction Writers
If you love books by Louis LíAmour, A.B. Guthrie (The Big Sky and The Way West) or Elmore Leonard (3:10 to Yuma), you may be a western fiction writer. In a nutshell, Western fiction deals with life and times of the American Wild West, mostly mid- to late- 1800ís. It used to be wildly popular, but is now less so, though those who follow it are eager for new, authentic publications.