I like it here in South Dakota. It's not perfect, but I think it's definitely one of the better states for guns. A CCW permit is $10 for 4 years, with no training requirement, you can carry everywhere except bars, schools, and courthouses, and it gets you out of the waiting period for handgun sales. Open carry is allowed without a permit. I grew up in the Black Hills and I felt that the Lead-Deadwood school system was pretty good (I turned out OK, I guess
). Property tax is reasonable, vehicle registration is very low, and there's no state income tax.
North Dakota is a little more restrictive on CCW than South Dakota, as you can't carry in bars, casinos, public buildings or events (church, concerts, etc).
Montana and Wyoming are great, Idaho, Colorado, Utah, and Nevada are really good too.
Minnesota is pretty good, Nebraska is starting to get better, as is Kansas. Iowa is terrible, Wisconsin and Illinois are worse (obviously).
Personally, if I was thinking about leaving South Dakota, I'd be looking at western Montana, and maybe Colorado. I love the trees, hills and mountains, and I like curvy roads. I don't mind snow but I don't like the wind. Wyoming is a little too isolated for me, and I like a little isolation. Wyoming just has too many small towns with nothing to do, which is saying something, since I'd say that I've always lived in small towns with nothing to do (and I still do).