Don't add a give up option. People will create multiple accounts and rise their level. On the other side if giving up gives less to the winner, bad losers will use it to annoy the winner
RIP my favorite Kongregate game. Every game seems to become worse with time. First they force you to fall back or die now they completely remove squad mode from this one.
I need a doghouse :) Please visit http://www.kongregate.com/games/ClipwireGames/wild-west-town?kv_link=e6d6710d6136792c5c683dc33555562f&kv_poster=4328031&kv_link_id=61506