I'm new to this game, but I believe the canonical answer is "Frontier Town".
Seconded. People often ask 'where is the decision making in SoB?' It's in FT. The core games are all just in-the-moment tactical decisions, but FT stuff really lets you explore and define how you want to play and build your character. Plus the town game board is a pleasant alternative to mine crawling.
Be warned though, it adds a ton of more charts and dice rolls.