On the subject of westerns I really like the film Tombstone. It has some good shoot outs in it namely the fight at the OK Corrall and the scene at the end when Doc Holliday and Johnny Ringo circle each other from just a couple of feet away. They are so close to each other neither can miss so whoever gets the gun out first will win. It's so cool.
Gettysburg has been mentioned here a few times for Pickett's Charge but I'd put the Little Round Top scene ahead of it just for that awesome moment when Chamberlain orders his men, who are out of ammo, to fix bayonets and advance!
Finally here's a film that would struggle to get a mention: Pearl Harbour.
The background storyline is a bit slow but when the action gets going it's awesome especially the scenes when Affleck and Hartnett have Zeroes on their tails and turn tables on them.
Plus Pearl Harbour has Kate Beckinsale in a nurse's uniform in it.
What more can you ask for?