i think it's a great idea. i actually have been wanting to run a World of Darkness-based Wild West game for a long time now, and i have a bunch of ideas that will proably never get used if you'd like to pick through the scraps.
one thought that you can take or leave as you will:
i thought about this game that never was a lot, and one of the things that i eventually came to was that i couldn't run it exactly the way i wanted as a straight Mage game. i thought about the classic elements of a western; the struggle to survive in harsh climates, life and death hanging by the thread of a twitchy trigger finger, riding just faster than the reaper...i realized that mages are just too powerful to be threatened by most of the archetypcial western dangers. rattlesnake? a little Life magic will take care of that. posse on your tail? some Mind will cause them to hunt your enemy instead. in a duel? Entropy/Time ensures that you'll always win. i wanted a supernatural setting, but i wanted the PCs to have challenges thrown at them that would be difficult to overcome. having arrived at that realization, i decided that the best way to run my ideal Wild West game would be with mortal character posessing Numina. i decided that just about any basic mortal template would work: Kinfolk, Kinain, hedge wizards, thaumaturgists, psychics...just so long as they weren't full-fledged supernaturals. i even took all the rules for True Faith i could find and worked them into what i thought was a pretty reasonable set of powers, and i also created a new Numina system that i called "The Talented" allowing players to assign Numina points to Attributes and Abilities in order to build characters that were fully mortal, yet possessed exceptional skills. while i never got to play this game, i feel very confident that these characters would be the only way to get the true gritty feel of the weird wild west that i wanted. these characters would be shamans, hucksters, drifters, dreamers, legendary gunslingers, seekers of forbidden knowledge...in other words just like any of the Mage characters my players would create, but with power levels scaled down to a point where a single Mage, vampire, or werewolf would become a significant threat.
i would also check out Deadlands, and also The Quick and the Dead, Maverick, Unforgiven, Wild Wild West, The Adventures of Brisco County, Jr., The Man Who Shot Liberty Valence, Tombstone...i could go on and on.