Cowboy cool is subjective, I think. I'd recommend headin' over to Letterhead fonts, pardner' ... ;^)

http://www.letterheadfonts.com

There's also FontMesa, and the Wood Types at Nick's Fonts.

You could do a search for Western at Myfonts or at da font.

Or Brothers by Emigre.

Dekoria from Fountain

Giorgio, Steel Moderne, Drunk Cowboy and you can also take a look in Wood Type Fonts

You could also check out Giddyup which comes with dingbats as well.

The coolest cowboys use Fontalicious' Superfly
(one arrow click to the right). From the blurb:

If anyone has ever sat around and wondered, "Can someone
start off making a western font and end up with a funky 70's
font?", I can answer that question for them. The answer is
yes. Take Superfly for example. Those big @$ serifs might
make you go: "Western", but believe you me, it ain't. I don't
see any cowboy hats on those brothers, do you?

You could go wayyy out there with Cowboy Rhumbahut ...

http://typographi.com/000221.php

Hahahahahaha! I totally forgot about that, Stephen.

When I googled "cowboy cool" I got Cowboy Burt from Coolfonts.