Depends what you value. If it's perpetual vacation (not really, but kind of), lots of area per capita, trout, and smiling, and can tolerate distance from your family (or not - some people were apparently born here), high property values and no retirement plan, you might like Montana. If it's professional sporting events, headliner music concerts, a respectable income, bluegill, white picket fence and can tolerate concrete, lots of capita per area, bluegill, family... maybe look elsewhere. Obviously these factors don't apply to everyone or everywhere, but they illustrate the point.
As further compensation for Montanans, you'll probably become friends with a fishing guide or two. As such, this Friday I've been offered a free "trip" on either Henry's Fork or the upper Madison to "help" a friend get in regular-season form. I'll probably have to pack my own lunch, though, which is kind of a ripoff.