It seems like there are a lot more jobs, and better paying at that, in Wyoming than in those other two states. Plus, the group of FSW and likeminded people present is a huge advantage. Idaho has better gun laws, and both Idaho and Montana seem to have more trees and definitely a better water situation.
Really, the water situation is a big strike against Wyoming though, especially if you plan to prepare for really rough times ahead, like many on this site do. Lack of water means it is harder to raise livestock or crops. Greenery is not just to look at, it is food for our food

Likewise, trees are not just aesthetically pleasing, they are a very important heat source (firewood). I flew out to Wyoming in May of this year to look around, and there doesnt seem to be much that you could burn over a cold winter between Cheyenne and Thermopolis. Even the Cody area didnt have that much tree cover. Speaking of cover, it is a lot easier to avoid being seen when there are trees to help provide cover in whatever scenario you envision.
Wyoming is certainly attractive with it's low population density and wide open spaces, but I sure would miss the trees, green grass, and fertile soil of my beloved Dixie. On my parents 70 acres I can count 4 creeks that flow year around and during many times of the year there is running water in every holler and cranny in the terrain. Our cost of living is lower than Wyomings and land is cheaper. If it werent for the high population that is fast increasing, leaving wouldn't be a very attractive option.
I have applied to a couple of Wyoming jobs this week, so we will see how it goes. We plan to move out to Wyoming within the next year or so if possible. In my mind Idaho is a much more attractive option as a final landing place, because there not seem to be much realistic chance of a true "Free State Wyoming" movement succeeding. If there were, that would trump every other consideration. To truly have a chance it WOULD need a public, visible, and charismatic leader. Molon Labe was a nice start, but without someone to carry the torch it is a movement that will never really get off the ground. How many have moved? Dozens? Maybe hundreds? Certainly not nearly the amount of people needed. New books on the subject (like Predator vs Prey that I read a week ago) help to fan the flames and keep interest and momentum, but unless there is a lot more of that happening then there will not be much of a movement. However, my wife and I are going to add ourselves to the number present and accounted for and give things a chance to work out. If it doesnt, Wyoming is a lot closer to Idaho/Montana than Tennessee and Kentucky are.