We were promised a full-blooded Wild West adventure, but instead we begin with an impressive, action-packed sci-fi opener that immediately establishes "mysterious space cowboy assassin" the Gunslinger as an effective threat. It's a hell of a teaser and immediately more impressive than anything we saw last week.
The promised Western thrills come soon enough - the impressive Mercy set, Saul Metzstein's dynamic direction and one of Murray Gold's best scores in a long time all combining to create an effective atmosphere and believable world.
And with Toby Whithouse's latest Who effort setting out its stall so strongly, Matt Smith (who's clearly having a wonderful time) also manages to pitch his performance just right. This week, the 29-year-old tempers the darker side of his Doctor with just the ride amount of humour - it's a difficult balance to strike and one that a solid script helps get right.
Once the Doctor and the Ponds stumble across Mercy's 'Keep Out' signs and straight into trouble, it's not long before Ben Browder - he of Farscape and Stargate SG-1 fame - makes a dramatic entrance, delivering a nicely understated performance as stoic cowboy Isaac.
Hiring an iconic US cult star for this pivotal role was a smart move - not only does Browder have a certain caché with sci-fi fans, but there's also a legitimacy to his performance that a Brit star adopting a Yank twang couldn't hope to match.
Isaac is helping hide Kahler-Jex (Adrian Scarborough) from the Gunslinger - an apparently mild-mannered medic who's brought advanced technology to Mercy - well, advanced by Old West standards anyway. It seems a little odd that the Doctor doesn't object to Jex's 'time meddling', but perhaps he's just won over by his new friend's seemingly good nature...
The whole 'don't judge on appearances' theme isn't a particularly new idea - Doctor Who itself explored it as far back as 1965's 'Galaxy 4' - but Upstairs Downstairs actor Scarborough is initially affable and affecting as Doc Jex, so it's a genuine surprise when the character is revealed to be a war criminal.
At the episode's midway point, the Doctor's ruthless streak - which has seen quite a few outings of late - emerges once again when he's provoked by Jex. You really shouldn't test the man who blew up his entire race and the Daleks with them, and that's entirely the point - the Time Lord wants to expel Jex because he sees the worst of himself in his foe.
One of the few downsides to 'A Town Called Mercy' is that Amy (Karen Gillan) and Rory (Arthur Darvill) don't get much to do, but the Ponds being drawn into the Doctor's debate and finding themselves split over Jex's fate is interesting. That said, it seems strange that Whithouse would choose to have Rory - the nurse, the preserver of lives - be the one who's more willing to let the Gunslinger find his target.
Either way, it's nice to see the Doctor's newfound bloodthirstiness addressed following Solomon's dark fate, which we raised concerns about last week. 'Mercy' is more than just the setting of this episode, it's the central theme too.
It's a quality that the Gunslinger is sorely lacking and, following the tragic accidental death of Isaac, the episode employs another Wild West staple in its final act - that of the High Noon showdown.
Like Gary Cooper before him, the town turns against the Doctor - who's been thrown into the role of Marshall - and the episode comes pleasingly full-circle, as both our lead and Jex strive for a more noble solution, even if the latter has to take his own life to put an end to the killing.
'A Town Called Mercy' is a more straightforward adventure than Whithouse's last Who script - the more abstract 'The God Complex' - but it's no less enjoyable for it. Rich with emotion and bolstered by strong guest performances, this is one Wild West adventure that certainly isn't shooting blanks.