I'm from Oregon, too, and here in Cheyenne for work. The pros for you are that this is a very friendly community, quite safe and very family-oriented. Cons are a severe climate -- lots of wind, very dry and while the temperature extremes seem in line with the rest of the country, they are more pronounced here because of the wind and dryness. You'll be close to lots of outdoor activities like skiing, camping, hiking and hunting and fishing if those are for you. House prices are high, especially compared to WI. I moved here from Marshfield and sold a 2,000 square foot Victorian in town in 2004 for $110M. That amount will only buy a 2 bedroom house in an iffy area. If you're okay with twin homes there are new ones available from $140M. On the other hand, gas prices are the lowest in the country. It's a little bit of a country/western place, with Cheyenne Frontier Days being the biggest event of the year. Go see http://www.cfdrodeo.com.
And don't forget Denver with its culture and international airport is only 1-1/2 hours away. And Fort Collins is about 45 minutes south and it's a college town with good restaurants, entertainment and shopping.
Good luck and I hope this was helpful.