I did this theme two years ago and the kids loved it!
I did a bulletin board "Kick up your heels, It's your birthday!"
I took their pics in cowboy hats and bandanas and put them on
wanted posters (also used the pics for the job board "Wanted -Hardworkin' Helpers"
In the room I made a corral for the reading area! We hung up cowboy boots, horshoes, and badges from the ceiling. The corral had hay barrels for reading (got really messy), campfire (made of cardboard), and bandana pillows.
Oh, yeah two weeks before school I sent out a letter - I made a help wanted letter with their picture in the middle. I used last years yearbook photo and scanned it in. It said WANTED! Their name, small description, last seen leaving 3rd. grade, etc..
Hope this helps! There is more, but it could take all night. Let me know if you need more ideas or have questions!