Not the same style of Western as Lonesome Dove, but in my opinion The Proposition was the best Western since Sergio Leone. There have been some other good ones in the last decade or two, but it's true that quality Westerns are hard to come by these days.
It's less a problem of quality as it is of quantity - I would argue that there's a higher ratio of quality to quantity in Westerns now than there was in the heyday of the Western (because let's face it, of the hundreds upon hundreds of Westerns from around the 40's to the 70's, only a couple dozen are really worth revisiting, and many of them are great because they deviated from the norm, rather than exemplifying it), but there are rarely more than a couple notable Westerns released in any given calendar year these days, so the really good ones are few and far between.
That said, yes, I would love to see more good Westerns being made. A well-done Western is a wonderful thing.
Bring back the old Admiral 20 inch black and white and you might get off the couch more 
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