The Saloon Girl or Bartender: Get a long red ruffled dress, throw on some high-heeled ankle boots, put a feather or sequined accessory in your up-do, and you've got a great saloon girl costume. You might instead go for the bartender look: white shirt with rolled up sleeves, a vest, a towel, a bottle, and a pencil-thin mustache make for a believable wild west bartender.
The Cowboy or Cowgirl: Throw on a plaid shirt or flannel button-up, add a leather or denim vest, throw on some faded blue jeans, grab a cowboy hat, paint on a little beard stubble with an eyebrow pencil or just stop shaving for a few days, and you've achieved the wild west cowboy look. Add a rope lasso or a toy gun to complete the costume. For a more feminine look, opt for a short denim skirt or a fringed skirt instead of the blue jeans.
The Sheriff: Choose a solid-colored long sleeve button-up shirt, and pair with a vest and slacks. Add a sheriff's star to the vest—you can make one yourself, or pick one up from a toy store or party supply store. Make a funny “wanted” poster featuring the picture of someone you know or a celebrity to add humor and personality to the costume.
The Bandit: Wear a long sleeve black button up, add a vest if you like, throw on some slacks or blue jeans, and tie a bandana (folded in half to form a triangle) around the lower part of your face to turn yourself into a wild west bandit.
Adapt these basic looks anyway you see fit. Look for unusual twists to really bring something different—think space cowboys, political bandits, etc. With these ideas in mind to get you started, you shouldn't have any problem coming up with your own unique wild west look for Halloween.