While I love the theming, my favorite thing is a little different. I love the music that you will hear in the background in the main lobby and the breezeway between the lodge and the villas. Nothing like the theme songs from great western movies like the "Magnificent Seven" and "How the West Was Won" to put you in the mood of the lodge. We stayed at the VWL last Christmas and while I love it at that time of year, I missed the western themed music.
Some of the other things I also like; the boat to the Magic Kingdom (but don't like it when the boat goes to Fort Wilderness first), the pools, the restaurants, particularly Whispering Canyon and the bike/running/walking trail over to Fort Wilderness.
Have fun, it's a great resort.
HBC