I never even heard of this show, but it sounds right up my alley. I'm a big fan of The Adventures of Brisco County Jr., another steampunk western series.
Max Headroom isn't a western, though. It's closer in spirit to Terry Gilliam's Brazil, with a healthy dose of Orwell and a dash of Running Man.
I think stonester1 is referring to the show Christopher mentioned. With Richard Dead Anderson.
Correct. If I were to be genre specific about Max Headroom, I'd call it cyberpunk.