I rarely find a RPG game that has a western setting.. as a matter a fact I never recall playing one. Maybe that (among other things) is the reason that Red Dead Redemption got several Game Of The Year Awards in 2010.
Anyways, the game starts by presenting John Marston - the lead protagonist, ans he first contacts the western USA, in search for his ex-partners in crime (not THAT big of a spoiler, you get this in the first hour of the game or so :). His quest moves him through various parts of the world encountering some interesting characters, which in my opinion describes the era after colonization pretty well. The storyline is more or less ok, but on several occasion i got the impression that the lead character is being tossed around and even manipulated. I mean, for a man who used to kill and rob for the sake of money he's unusually well mannered and patient for a man with a lot more at stake (instead of threatening people in order to get the info/help that he wants, he performs numerous chores for them).
The world is relatively big and interesting, but with an interest-span of one playthrough, (After you finish the game, you get to free roam) so if I wasn't achievement whore-ish, I wouldn't roam it. With 60% of the game completed, I was able to see almost all of the random encounters, and encountered almost all the wild animals.
The action is pretty well done - there are a variety of weapons and a bunch of people to kill, what more do you need :) The AI greatly varies, sometimes I kill a gang without a scratch, other times the kick my ass. All in all, combat is a great challenge.
To sum it up, this is a great game and it really adds something new to the western setting.