Like GA said, there's quite a few of the old Zane Grey books available in the Patricia Clark library here at Mobileread. For something more recent, Amazon offers a lot of Louis L'Amour and Elmore Leonard westerns for about $5 to $6 USD for the Kindle. Hopefully they're available in Scotland. I don't know how thought-provoking they are since I haven't read any of them, but they have a great reputation among western fans.
As far as what's being written nowadays, I couldn't say; I haven't read any westerns in a long time.
I'd recommend "The Ox-Bow Incident" but it's not available as an ebook, as far as I know.
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