We'll the genres from my characters are "Western" and "alien", I already have a couple of ideas for this without looking at much research. Obviously Western shouts out the Cowboys, the Indians, Saloons, etc. The Alien genre tells me I can do anything to make the character not look of this world. These combined is very interesting and will lead to many powerful ideas.
I was thinking of have the sidekick as a horse with two heads; those two heads could be both at the front, or one at either end. I like the thought of having the hero as a cowboy or an Indian and this horse sidekick is his noble stead. I can see this sidekick being stupid and clumsy, or for example one of the heads could be strong, courageous and comanding as a noble stead. Then the other head could have a stupid and clumsy personality. The combination together could make the whole character really funny.
At the moment the hero and villian hasn't had much thought given to it, but so far, I know that I want one character to be a Cowboy and the character to be an Indian. This is because the classic western conflict involves these sides.
Whilst looking through a book I got from the library, "Digital Art Masters: Volume 3", and the front covers shows this Cowboy with and extreme look and style to it, that makes it look almost alien. The image is "Jack Stern" by Patrick Beaulieu.