Hi, another fan of western games.... Welcome to the forums. Sadly I don't have Gun and I never played it but I really want to give this game a try.
My favourite game -and probably the best western game ever- is Call of Juarez (the game is only on PC and Xbox 360, though). Some people that have played both and compared them side by side say that if you liked Gun you will love Call of Juarez. They also say that Red Dead Revolver was the best western game until CoJ came out so it could be better than GUN, that's for sure.
I'll try to find out if whether the game is backwards compatible on the X360 or not.
Cheers m8