I was confused about the pregens when I used them too. They make a lot more sense when you've got the book in hand.
I ran a short (about 10-12 sessions) Deadlands campaign after I got the book back in April. My primary goal was to run some sort of Savage Worlds game as an ongoing campaign since my group had only ever played SW as one-shots. When I was trotting out possible campaign settings, Deadlands was the one that struck a chord with the players the most. And why wouldn't it? It's cool as hell.
I structured my campaign less like I normally would and more as a "tour of the Deadlands setting". As such it was very episodic, with each session being its own adventure. I started them off with the Buffalo Soldiers one-sheet. It served to get things started as well as take them to the town that would be home for the first 1/3 of the campaign: Deadwood.
I loved the TV show and used lots of the characters therein to lend the town plenty of personality. There was lots of...um...colorful language. The adventures in town focused on a few things: Conflict between the Sioux and the Deadwood settlers, the coming of the Iron Dragon rail to town, and the discovery of a small Ghost Rock deposit in addition to all the gold there was to be found there.
Ultimately the PC's ran afoul of the Iron Dragon Chinese Warlords and, on the advice of Al Swearengen, they got the hell out of town headed south. They had a tangle with some werewolves up in the mountains before making their way to Denver and getting in the middle of some of the S&R v. Hellstrome stuff there. Also in Denver I had a pretty cool shooting contest that I pulled out of the movie 'Winchester '73', which I highly recommend.
There was a short side trip back east to Chicago where one of the PC's picked up a mysterious package full of California money, which was mostly worthless anywhere but California. This spurred them on to the final portion of the campaign that had them heading out west.
On their journey they passed through Bad Luck Pass, which got renamed "Jackelope Pass" after it was discovered what was causing all the bad luck. And they got to meet a Utah Rattler up close and personal, the defeat (by the skin of their teeth) of which impressed both the Comanche and the soldiers of Fort 51. Finally they got to California proper.
That was where the member of the party with the mysterious inheritance discovered that the money was seed money left by his father (a U.S. Senator from Mass.) to start a Ghost Rock mine in the California Maze. The group did battle with some Maze Pirates and giant sharks before arriving at the claim, which (cliffhanger ending style) was being held by the Mexicans!
All in all it was a very fun campaign. I did note that the episodic nature with few recurring groups of bad guys, combined with the fact that I drove most of the action rather than the players, meant that the ending didn't feel climactic the way I like most campaign endings to feel. That was by design and could have been anticipated but I wish I'd done a little bit better job of managing that. Like I said, the whole design of the game was to be more of a "tour of Deadlands" rather than my normal, plot hook heavy, type of campaign.
The good news is that the group loved the setting and one of the players is thinking of running it when next he gets a chance to GM.