Anime Western with a young boy with a gun? I remember watching an anime that was very gun-centric, and had a young boy character who had a gun.  I think I got the sample DVD as some sort of tie-in, maybe with a video game magazine.  I only watched the sample couple of episodes on the DVD and remember liking it, but don't remember anything else about it.  I would have seen this at some point between 1998-2000.  I think it was a TV series which also had a video game tie-in, which is why I got it with a video game magazine.  I also think I remember a Western setting.  Does this ring a bell with anybody else?
The only other thing I can think of is Wild Arms. It's from circa 1999 and has a kid with a gun in a western setting, but I've never seen the show or played the video game series before, so I've no idea how gun centric it really is.