Zane Grey is the first that comes to mind for westerns. Also Louis L'Amour and McMurtry, as already mentioned. Mark Twain's
Roughing It is surely a must, and possibly some of his short stories. I suppose you could also include James Fennimore Cooper as an early adventure writer. The Laura Ingalls Wilder books certainly would be a great choice for the western pioneering experience, and have the added bonus of being child friendly for a library event. Willa Cather and Wallace Stegner wrote important and moving works of western literature, though clearly neither is of the shoot 'em up cowboy variety (and I just realized that you specified "kids" as your potential audience above, who might not really be up to Stegner

). A perhaps less well known book is
Ramona, by Helen Hunt Jackson, which is a great story of adventure and romance set in Spanish California and accessible for older children (twelve or so) I would think. Sarah Plain and Tall is also a really wonderful children's book set on the prairie. There's also
Caddie Woodlawn, and perhaps
Old Yeller. For little kids, you might just want to track down a book of tall tales from the west (Pecos Bill, Paul Bunyan and so on), and maybe a collection of native American legends or something. You could also look for some non-fiction on life in the old west, or biographies of people like Davy Crockett. Having grown up in the American West, I read a lot of things related to that region as a kid in school (and also as a grown up), so I'll see if I can think of any others that might be good. As for your costume, perhaps you could just be a pioneer woman with one of those prairie sunbonnets.