Plot hole: There is a barely credible explanation for the fact that a guest cannot be injured or killed by being shot in Westworld, but what about the vicious fistfight we see in the bar? People are injured or killed in bar brawls all the time, and this one was incredibly violent. How do they prevent guests from being injured or killed by the cutting and stabbing weapons we see in Medieval and Roman World? Guests are supposed to fight each other, not just robots - they cannot be 'programmed' to lose! Delos is going be sued into bankruptcy within a week of the first guest arriving. Quite apart from the legal position, think about the bad publicity! Who is going to pay the huge fees demanded by the parks owners when the media is constantly reporting on the guests who wound up dead or with life changing injuries?
Plot hole: There's a huge, fatal flaw with the whole concept of having guns that cannot fire on human guests as it detects the body heat. Unfortunately it's a stone cold, 100% certainty that with the amount of gunplay going on in Westworld, virtually every day someone is going to be killed by a ricochet. Ricocheting bullets can and do kill people, and any scientist capable of designing guns like the ones they use in Westworld must know that. They aren't using frangible soft rounds like those used by prison guards - the gunfights are all characterised by the sharp, metallic sounds of ricocheting bullets. It's not a matter of legal liability, or the owners protecting themselves from lawsuits - it's a matter of people not paying to stay in a theme park where the chances of dying or sustaining life-changing injuries are are extremely high. Bad press would kill Westworld (and its sister theme parks) stone cold dead within days of the first bodies being brought out, the bodies of people being killed by ricocheting bullets.
Continuity mistake: At the end when the gunslinger is on fire for quite a while most of him and his clothes are burned. Later when he falls off the stairs and gets up without his face and then short circuits, most of his shirt, belt and trousers are in pristine condition.