There are no firm and fast rules for this, but I was asked to put together a list of general suggestions that would not be so much expensive as creative solutions to making any outfit more "Steampunk". Naturally it helps if you know what type of character, time period and character type you are wanting to represent already. Others may simply focus on using an inexpensively obtained, or easily altered item they already own that is interesting enough they want to base the rest of their primary ensemble around it. Either approach works.
Wild West Steampunk is the same time period as "Victorian Era", but set in the American old west. As such one should start with something that appears in "Western films" and is attired suited to the character they have in mind. Next add once again futuristic elements to weapons or gadgets. That may sound complicated, but can involve something as simple as wiring on metal rocket looking attachments to the barrel of your six gun, attaching a miniature flashlight laser pointer to the top as a laser aiming sight, making the bullets glows with fiber optic lights, or plugging the barrel with something that looks like a raygun transmitter and wrapping copper wires and unidentifiable gizmos around the weapon. Don't forget gadgets, goggles, brass, corseting, compass, etc.
The same can be done with Native American attire, (still roughly falls into Wild West era) but expect to get some that love it and a few that question it if you don't look "Indian enough" for their rather "racially minded" sensibilities. I am Cherokee, but don't always look it, so I avoid the whole thing if I'm not sure to be surrounded by friends that day. Southern Native people, such as Aztecs for instance, are far less sensitive, so that style, which we have in abundance as we are formally adopted Aztecs and danced with them for years, we will use much more often. Extreme abuse of their people by other cultures slackened off about 400 years ago (The Virgin of Guadalupe told them to stop it, thereby explaining why she is so important to us Aztecs). As that was not the case with Northern Native peoples until about 50 years ago, they and those that believe themselves their cultural protectors, are much more sensitive about "white" looking people wearing their traditional clothing and symbols if they don't know you and know that you are really their friends or relatives.