My son was a cowboy for Halloween the year before so we had some great pictures of him posing in his costume.
These I used to make Wanted Posters ("Preferably Alive" rather than "Dead or Alive") taped to the front door to greet the guests. Each child received a cowboy hat (black for boys, red for girls from Walmart) and a red bandana. We hired a local pony ride company to bring two ponies for the kids. We took photos of the kids on the ponies for wanted poster thank-you cards. This kept the kids entertained while preparing the food. We covered tables with red and white checkered tablecloths and I found cowboy napkins. We served Cow Patties (burgers) and Little Dogies (hot dogs), baked beans, Cactus Juice (limeade tinted green), chips, and Cow Pies (chocolate cookies), along with some additional dishes - mac & cheese, potato salad. We used aluminum pie pans for plates. A local cake-maker made a cake decorated with a cowboy on it. Cowpokes were called to dinner with a triangle dinner bell. After dinner we played games - pin the tail on the donkey, a cowboy pinata, and the best of all a treasure hunt for their goodie bags. I made a treasure map for each child with a drawn map and poem containing hints to its location. Each goodie bag was hidden in a different spot around the yard. I took watercolor paper, soaked it in brewed tea to achieve an aged look, tore a ragged edge and burned the edges. Then I drew the map and poem. Each child was given a map and accompanied by a parent if they needed assistance. The goodie bags I filled with a toy pony which came with a saddle and mane combs ($1 each at Dollar General), some Rochet chocolates wrapped in gold foil (gold nuggets), a squirt gun (the hit of the party as they got to squirt the adults), some plastic cowboys and Indians, and a cow/horse pencil. After cake and ice cream and my son opened his gifts, we took the kids on a covered wagon ride. We took two boards and stapled a length of chicken-wire fencing between them. Then we stapled an old white sheet on top of that. We slid the boards into the sides of our small tractor wagon which bent the fencing/sheet into a canopy just like a covered wagon. The kids really enjoyed the wagon ride.