All Star Western #1 is a combination of various classic pulp themes.
First off we have the continuing adventures of Jonah Hex, gun for hire. Palmiotti and Gray keep the characterization consistent with the previous Jonah Hex series. If you want to read one of the best western comics hunt down the Jonah Hex series that ran until DC introduced the New DC 52. The twist in this series is that Jonah will be working, at least for now, in Gotham City (home of the Batman only this story takes place in the past). They work various ancestors of well known Batman family characters into the new story.
Moritat brings an appropriately gritty feel to the story. The previous series had a rotating stable of artists but it appears that Moritat will be the sole artist on the Jonah Hex stories. The combination of Moritat's style and Gabriel Bautista's colors give the book the feel of the old west.
So far I have only talked about the western aspect of this pulp story. The other pulp tradition that is introduced is the mystery/detective story. It seems like Gotham has it's own version of Jack the Ripper called the Gotham Butcher.
The teaming up of Hex with Doctor Arkham is a good one. Arkham brings the Sherlock Holmes aspect into play. He is trying to solve the mystery of both the Butcher and Jonah Hex. He wants to understand why Hex acts the way he does. I liked this mixture of genres.
If you are looking for a good western/mystery story, pick up All Star Western #1. You will be glad you did.