Just a few thoughts from a Wyoming native who has literally watched people move in and out his entire life and the population never seems to grow past the 500K mark.
1. If your wife/significant other is not a fan of the cold Wyoming and Montana are not for you and probably not Idaho.
2. If you can't stand wind then Wyoming is not going to be a pleasant experience and it is all relative. Where I live now is way better than where I grew up...but when family visits they comment how windy it is here.
3. If snow bothers you western Montana, the I80 corridor, Idaho and western Colorado probably won't be great options.
4. Distances here in Wyoming are much bigger than most realize. Our towns were established in the southern half of the state based on Pony express stop over distances. Hence roughly 110 miles between just about everything. Wal-Mart for instance was a 10 minute drive where I grew up, now I live in a place where they roll up the sidewalks at 6:00 PM and there is a real chance during the winter that I shouldn't travel the 22 miles to the nearest Wal-Mart.
5. Many people who grew up here are very frustrated with the current real estate market. Getting outbid by cash buyers for months on end by people from other areas has grown tiresome. I'm not in this boat but completely understand the frustrations of those are literally stuck. The frustration will wear off with time but at the moment the grumpiness mentioned earlier is currently fueled partially by this.
6. Don't ever use the words "well why don't we do it this way here, that's how we did it where we came from." Many long time residents get pretty insulted, it's taken as a backhanded way of calling the local residents unsophisticated.
I can probably add a few more pieces to this survival guide of sorts when I have some time. I would talk about the good parts but all of you are outdoorsmen and understand that extensively.