Open Range gets my vote for a recent western. The way folks missed an awful lot (even at pretty short ranges) and Kevin Costner having to stop and load on a regular basis, along with touches like the rough accommodations under a tarp for a rain storm just being taken for granted helped make Open Range an especially well done movie.
Unforgiven was also pretty darn good, never was sure if he was a pretty good guy that got very mean when drinking, or a pretty bad guy that tried really hard to live up to his wife's better expectations.