I gotta admit, this aint my fave Alex Cox movie,so here is the review from Alex Cox Site.
I think it's very funny. I like that it has no swearing at all (the worst thing anybody says is "Go boil yer 'ead!". It has great cinemascope compositions by Tom Richmond. And it is completely autobiographical. It has fine performances - Sy Richardson, Fox Harris, Biff Yeager, Miguel Sandoval, Xander Berkeley, Elvis Costello, Jennifer Balgobin, Courtney Love, the list unends. The characters were written for the actors: Courtney was the Spungenesque heroine - a Nancy who was tougher and more together. This was her first leading role, and she acquited herself very well, I thought. It was Sy Richardson's first lead role in a feature, too: now he is a great actor - I've been very fortunate to work with him so many times.
EDIT:Another review to try and give some idea what this is all about.
This comedy/western/musical is perhaps the strangest film by cult writer-director Alex Cox. After a botched robbery, a band of thieves heads for the desert to take shelter, only to find that the wilderness hamlet into which they've stumbled is run by a murderous, incestuous clan of coffee addicts who are struggling for control against a small band of misfits and a greedy land developer. It all makes for weird, weird stuff, highlighted by a spontaneous song-and-dance production number and cameos from such punk luminaries as Elvis Costello (as a coffee-dispensing butler) and the Pogues (as three brain-dead caballeros).
"[With] a wildly eclectic cast including everybody from Kathy Burke to Dennis Hopper and Jim Jarmusch."
"[A] wacko slapstick pantomime....[With a] starry cast of musicians, including Elvis Costello, Joe Strummer and The Pogues."
4 stars out of 5 -- "Cox's homage to the spaghetti western and the Marquis de Sade, is still a brilliant achievement..."
I got this from E.Mule,so thanx to the original ripper