Cowboy Bebop is what kicked it off for me. Outlaw Star was a lot of fun, but coulda used more cowboy style shit on the soundtrack. Watching Space Dandy now and while it's not quite a space western, it's pretty fun to me.
Anything else I should check out?
The first four or five episodes of the original are a bit weak, but it picks up substantially after Wolfwood shows up.
If you have a tolerance for juvenile and problematic anime, Desert Punk is that same Mad Max modern Western vibe.