I noticed it is usually some contrast that catches my attention. It could be anything but lets take just characters into consideration. The entire Leones trilogy is based on contrast between interesting characters.
So it is a good idea to have such a contrast between characters, something like:
good / evil (which is basically almost every western)
old / young
mentor / student
bearded / clean shaved
funny / more restrained
loves money / loves girls
drunk / abstinent
good with rifle / good with pistol / good with knive
fat / lean
honnest / cheat / manipulative
sneaky / hot headed
smart / dumb
etc.
I would really love to see if there was a fast gunman and a slow one who has to rely more on his wits.