Given the intensity seen in many shootouts in Western movies, whether it be The Good, the Bad, and Ugly to Django Unchained. I usually try to make it fast-paced, while trying to put enough detail in each action. Here's an example in a chapter I haven't yet published:
"Mac had to tackle Siringo to get them both behind cover. By inches to centimeters, the bullets whizzed past them and then struck hard on the rock in front of them. Before Siringo could say his thanks, Mac rose up and fired his rifle the instant a gunshot wasn’t heard. He managed to hit one, but the pony still staggered around. Mac immediately ducked into cover, barely getting hit himself as he had his hat shot off the top of his head."

I'm really curious as to how you guys go through with this.

I try to make things fast paced, but usually fail.