Cheyenne, for those who want/need some urban amenities and don't mind sharing a town with an Air Force Base:
Single-Family 4br home in a subdivision: $150k to $225k depending on neighborhood.
Roughly same-size home on 2.5-5 acres outside of town, about $200-250k last I checked.
Property tax works out to about 75 mils (0.75%), I paid about $1200 last year.
Sales tax is 6 percent, highest in state.
Power bill (gas + electric) $100 in summer to $250 in winter.
Cheyenne has four supermarkets (2 Safeways, 1 King Sooper and 1 Albertson's), Target, K-Mart, Walmart, a Home Depot, a Lowe's, a Michael's, a Barnes & Noble, 3 Starbucks, a shopping mall with about 50 shops, 2 first-run movie theatres and 1 "bargain" theatre, a small commercial airport, about 25 restaurants (not including fast food), a dozen liquor stores including a "Supermarket Liquors" where the prices are very competitive, an ice-skating rink, rodeo grounds, a year-round indoor swimming pool, a lake you can swim in 4 months out of the year, a reasonably good public library, two hospitals, a walk-in clinic, about 40 doctors (not working out of the hospitals) and 20 dentists, a small live-performance theatre, a really nifty little used-book store, three museums, a sports park (baseball diamonds and soccer set-ups), a golf course, and two gun stores (plus a half-dozen pawn shops that also sell guns).
Fort Collins, Colorado, which has even more amenities, is 50 miles down Interstate 25.
If you're used to living in a city, Cheyenne has a small-town feel. If you're used to living in a smaller town, Cheyenne is a big stinky city. (There is an oil refinery on the southeast end of town, but fortunately the wind usually blows from the west and north.) It's all a matter of perspective.