As others have commented, I checked this out after Siskel and Ebert listed this as one of their top 10 movies of the year. What a gift. I then went out to buy it, just so that I could loan it out.
Best quote? Dwight Yoakum stops his truck when he realizes that someone (Cage) is on top of his cab. When Cage peers down, he apologizes. "I'm sorry if I scared you." Yoakum thrusts his pistol in Cage's face with "Does THIS look like I'm scared?" Great bit of humor after an exciting (and temporary) escape.
There really was a sense of fun to this. The constant sighting of the "Welcome to Red Rock" sign elicits a groan and a smiling head shake. The music created a hunting, eerie quality to the film reminiscent of "Twin Peaks". Unlike "Twin Peaks", though, it doesn't spoil things by going too far into the outlandish, needing to "top" itself.
I admit watching the credits 15-20 times. You see, they had Yoakum's "Thousand Miles from Nowhere" (perfectly chosen) playing as a freight train curved around down to the desert floor . . with snow-capped mountains in the distance. This was incredible, fluid framing. Further, I've never seen a better unification of sight and sound on film. Also, it totally fit the story.