I went with AuthorHouse for my first two. I learned a lot, but will have Chuck Buchanan / "Charlie MacNeil" at the newly founded Sisley Creek Press do my next one.
I turned Dorrance (and several others) down when I started because I felt they were too expensive for what they offered. AuthorHouse was the pick of the litter at that time but they have begun to hire youngsters with no business skills, no publishing skills, and no customer relations skills. Sounds rough but that's how I see it from my point of view.
Best bet is still an agent, but one who will take on a new western writer is as scarce as eyebrows on eggs.
BTW, I also joined Western Writers of America. I feel they are a "good ol' boys" club and they don't seem terribly interested in helping new folks, so I dropped them after a couple of years.