It's a cool game. The combat feels great, it's very intense and there are just enough weapons and methods of killing people to stop it from becoming too repetitive. I'm not sure how far I am in the game, but the story does seem to be progressing rather quickly. I know the reviews say it's short, but I can say for sure that it'll be fun while it lasts. The side missions are better than some reviews give them credit for, I love trying to capture wanted criminals, especially when they've got body guards and stuff.
The side missions where you've got to help the law are great aswell, especially in Dodge City where you've got to go and finish multiple objectives in the same mission. For example, you might have to go and rescue a family that's been taken hostage, and then run over to behind some houses to settle a brawl. These objectives usually comprise of killing your enemies before they kill you or innocent people, but the context to the killing makes it feel satisfying.
I'd say it's definitely worth a rental. If you're a fan of the western style, like I am, then maybe it's worth buying. I guess it depends on whether or not the very short length puts you off. In it's defense, I get the feeling it'll be worth replaying, as the combat really does feel cool.