Ok, just finished it. Took me around 6.5 hours. Which might sound short, but I felt it had the right length.
Really loved the game, pure shooting fest!! the revolvers really feel powerful and awesome!
Cons
Stars (objectives) always on screen are annoying, and make the game a tad bit too linear. Which is a shame because this engine could really handle non-linearity well, a little bit of sandbox wouldn't hurt. When playing games, I like to find the correct path on my own, not permanently being told where to go.
Now, for the horses. During shoot-outs, if the horses are right in the middle, they just stand there. In real life, they would be scared and run the fuck outta there. (take Shadows of the colossus horse, for example)
Sometimes, there are some discrepancies on textures resolutions, especially on the slopes of the desert level, like a very low res wall texture next to a fairly detailed rock.
Oh, and what's with the permanent "Press ESC to skip this cutscene" during cutscenes? 
Now, for the pros.
Great cover system!! Most of the cover systems on this gen. games are very intrusive, this one just works well! (Except for multi-player, I found it very annoying in there, mostly because it automatically zooms in)
Gotta love those stats that apear in the end of each level, made me remember the good old Doom1 times.
Music and sound, 5 stars!!
Overall, a very nice experience! Oh, and NICE plot! The whole brothers stuff, really worked out! And boy oh boy, it fits perfectly in the western "universe".
This game also looks very, very, very good, and surprisingly it runs really well at 1680*1050.
Recommended! 
Congratulations to techland, fine job you guys did here! 
Cheers seir! 