If you want to see a movie where they play around with the cowboy myth, it's never been done better than Missouri Breaks or High Plains Drifter.
That Ledger guy is far too bland to play Casanova. You need a weirdo like Depp or somebody similar. In reality, Casanova was more of a con man than a lover. But the manuscript -- which was only found after World War II -- was notorious for the sex scenes. The scams he pulled were much more interesting. Think Jack Sparrow, but in real life.
I'll be honest, politics aside, I'm a huge Johnny Depp fan and to me he has mastered every role he has done. I agree with your assessment of Ledger. Even in the movies he has done that I like he hasn't really impressed me. As long as Sienna Miller is getting lots of screen time in Casanova I don't think I will complain too much about who the main character is played by.