As glamorous as the Old West may seem I don't think I would trade now for then. Now if I could do a little jump in jump out with a time machine sure. The following are a list of reasons in no particular order why the 1800's would really not be that cool. I think there are very few folks who could make the switch, assuming it could be done, and happily survive.
Polio, small pox, mumps, measels, yellow fever, TB, ect.
No electricity
High speed communications = pony express
Cutting edge medicine = man who calls himself professor snake oil
Highly likely your wife and or child will perish at birth
Highly likely any child surviving birth will not make it to age 10
Run to a non climate controlled outhouse in the winter and freeze
Run to a non climate controlled outhouse in summer/smell broiled poo
Non climate controlled outhouse tissue is either Sear's or pine cone
Playing cards and getting drunk loses it's appeal after awhile.
When you get bored of playing cards and getting drunk you can always go play cards and get drunk for entertainment
No ice, no fridge, no freezer, very little fresh food of any kind
Very little leisure time
I'm sure there are plenty of others. In my mind the bad outweighs the good when you get down to brass tacks.