I lived in Billings for 4 years and travelled throughout Montana for work (and fishing!). IMHO, Montana is fly-fishing Mecca. Add to that, the people are down-to-earth, no sales tax, relatively low property taxes, and a state budget that's in the black.
The state is also likely in for an economic boom as a result of the Baaken oil field which stretches from North Dakota into Canada and Eastern Montana.
I gotta quit talking about Montana, I'm about to wake the wife and kids, throw the essentials in the cars, and move back!