I briefly touched on the possibility of using a Lego posse in the past. But the upcoming Lone Ranger sets from Lego seem like they’d make such an alternative even easier (mainly because they have some prebuilt terrain).
Related: Dinosaur Cowboys battle report using Lego posses! Read the Thermopolis Outpost Raid with Lego.
I think the shootable cannon in the cavalry set would be a neat way to play one of the original wargames, Little Wars by HG Wells, the way it was intended (with actual shooting over rolling to shoot).
Here are a bunch of box shots for the set Lego aims to tie in with the upcoming 2013 Lone Ranger movie remake: