Your dining rotation is printed on your KTTW card, so you will know it as soon as you get your card. It's up to you when you want to dine at Palo's--everyone has a different idea about which night is best.
This is what I know about the Western: The first three nights are the regular restaurant rotation--either PLA, APL, or LAP. Monday night is formal night. Then you repeat the rotation of the first three nights, but special dinners are held--the menus are the same in whatever restaurant you are in. Tuesday is Master Chef night, Western is Mexicali..., Thursday is the Captain's Gala (also semiformal night), Friday is Small World night and you are back in the restaurant where you started.
Hope this is helpful. I'm sure someone will let me know if I haven't explained it correctly.