"Shane" would be my choice. It works on so many levels. I also liked "High Noon". And "Cat Ballou" but only because of drunken Lee Marvin and his drunken horse
I loved "The Cowboys" with John Wayne.......and it was the first time I saw a movie where he dies........broke my heart. I just knew that when the kids came back they would find that he had survived; I walked out in total shock.
But, my all time favorite was "Dances with Wolves" with Kevin Costner.