In westerns, it's obvious who the good guys are and who the bad guys are. More recent takes on the western have blurred that a bit, to good effect. Nothing wrong with shaking things up a bit. But I think what appeals to us most about the classic western theme is seeing good triumph over evil. Some great shootouts along the way can't hurt!
Some of my favorite characters and moments? Watching John Wayne, always the chivalrous knight of the west. Clint Eastwood's "drifter," with his squinty eyes and raspy voice, cigar clamped in his teeth. In "Silverado," Kevin Costner standing outside the saloon, on the corner, saying, "Hey," and plugging two guys at once. In "Tombstone," Kurt Russell as Wyatt Earp shouting, "Hell's coming with me!" In the same movie, Val Kilmer as Doc Holliday saying, "I'm your huckleberry." The slow motion, bloody shootout in "The Long Riders." And in a rather obscure favorite of mine, "Purgatory," bad guy Blackjack Britton (Eric Roberts) saying to Sam Shepard (as Wild Bill Hickock), "Your mother's a whore," and Shepard calmly saying, "I have no mother," then drawing and shooting the cur where he stood.
See what I mean? It's all about vengeance. It's the good guys versus the bad guys, and in westerns, the good guys always win. It's a way for average folks like you and me to find an easy resolution to the complicated problems we encounter every day. Most of us don't pack heat these days (at least not legally), and immediate justice, such as blowing away the person who cuts us off in traffic, is strongly frowned upon. Westerns provide vicarious vengeance, and an appropriate, safe outlet for our aggressions.
To quote "Tombstone" again, "You called down the thunder, well now you've got it!" That's some powerful stuff, and it's better that we hear it and watch it, rather than say it in real life.