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?
Can't recommend Samurai 7 enough. One of my personal anime favorites. Technically more of a Space Shogun than Space Cowboy, but it hits many of the same notes.
And not an anime, but The Expanse is an excellent Space Western.