Idaho, Colorado, and Wyoming are excellent states. Southern Utah might fit your bill nicely. Look at St George, great winters, a little too hot summers but totally dry, cool town, good growth and business environment, very good real-estate value right now. Close to Arizona and Nevada, awesome mountains every where around. Tons of outdoor recreation. The second most public land state, millions of acres! Good deer, elk, and antelope hunting close by as well. It is harder to get tags compared to other western states (mostly draw) but you'll be able to hunt big game most years. Great gun laws, lots of Mormons, there cool though, good people for the most part. Man I am rambling.
Lots of coyotes but lots of coyote hunters.
Anywhere you end up will be great and an adventure as well.
Other options good options
Twin Falls, Boise, American Falls ID
Durango, Grand Junction, Colorado
Green River or Sheridan WY
All of these places have great outdoor opportunity but are cold in the winter.