I will give Oregon one Thumb up, while the Willamette Valley areas (Portland south to Eugene) are pretty liberal, the rest of the state is pretty conservative. The biggest negative to Oregon gun laws is background checks at gun shows, but we are a shall issue state and open carry is legal, not sure I would try it Portland, but most of the rest of the state isn't a problem.
Weather, we have 4 seasons, mild wet winters as long as you stay away from the coast and the Willamette Valley which tend to be wetter, Southern Oregon is very nice, dry summers and mild winters. Where I live its about 1 1/2 hours to the mountains or the coast, lots of places to hunt, ride quads, and shoot.
Work wise Oregon sucks, too dependent on logging and the housing industry, the extreme environmentalist have almost killed off logging and we all know how the housing industry is. There are more jobs in the Portland area, but I wouldn't live in Portland... traffic sucks, Portland is weird and proud of it.
I really like Oregon, I have lived in Arizona, Texas, Nevada, Montana and California. Of course California is my LEAST favorite place to live and Oregon is my favorite, I wouldn't mind living in Arizona, but its rather hot and I am too fat to live in a hot place..
Montana is a great place and I would live there, but once read "The coldest winter I ever spent was a summer in Montana" and that was in Montana. I really liked Kalispell and Libby.
My .02, Good Luck!