The best Western game ever. Period.
The story is excellent and well told, with great voice acting by the likes of Lance Henrikson, Thomas Jane and Brad Douriff who help suck the player into the story. It doesn't last as long as I might like, but I enjoyed the story every step of the way.
Graphically, Gun is also pretty impressive in most respects. On the PC (and presumably Xbox 360), the texture work on the character models is excellent with bump mapping and normal mapping all around. Animation is another strong point with well implemented motion capture, particularly on the characters faces. The horses also animate especially well, probably the best of any game to feature a horse.
From a gameplay standpoint, Gun is about constant action that doesn't let up till the final credits start rolling. The player gets a range of weapons from pistols and rifles, shotguns, sniper rifles, even a hatchet and bow and arrows, and each weapon is suited to particular situations. Horse combat is a lot of fun and you're given full control of the horse's movement and full 360 degree aiming while on horseback. It all works quite well and horseback combat adds a nice bit of variety to the gameplay. There are also a host of side missions such as bounties, pony express, poker, deputy missions, etc., which serve to increase stats and grant the player with cash. These missions are a nice distraction and are worth doing to get the most out of the game.
Gun is not without its shortcomings, however. The story is a bit on the short side and will take the average gamer about 10-15 hours to complete without side missions, which is good for an action game. The problem is that the story is so good that it's a shame to have it end so quickly. Also, I wish there'd been more of an ownership aspect to the horses as opposed to just stealing a random horse whenever it's needed.
Overall, Gun is the game that finally does the subject matter justice. If you've been waiting for a great western, or just a fun, solid action game with some unique elements to it, Gun is certainly worth checking out.