HBO's 'Deadwood' was fantastic.
I'm a big Sergio Leone fan and 'The Good, the Bad and the Ugly' is maybe my favorite western of all time - how can you top Eastwood, Eli Wallach and Lee Van Cleef???. I also recommend Leone's 'Duck you sucker' (surprisingly good) and the Fistful of Dollars movies with Clint Eastwood (the Man with No Name).
The recent remake of '3:10 to Yuma' was very good.
I have 'How the West was won', 'The Outlaw Josie Wales', The Magnificent Seven', 'Once upon a time in the west' (ultimate bad guy Henry Fonda), and the remake of Appaloosa all lined up for weekend viewing on the new Blu Ray :)
we use parts many of these old movies as scenarios for Cowboy Action Shooting stages