Before complaining about the mormons in SLC, you might bother to find out how many of the populations of Las Vegas, Reno, Phoenix and Denver are mormon as compared to Salt Lake. (Less than 40%.)
As expected, there's the wacky SLC statistic to show how Utah isn't as bad as everyone thinks. One needs to keep in mind that SLC is only a small part of the metro area. If you want to expand it to SL county, the number climbs up to 56%, but even 40% completely overshadows the metro areas of Las Vegas (5%), Reno (3%), Phoenix (5%), and Denver (2%). While these are numbers from 2000, even if you quadrupled them they none of those metro areas would compare to any place in Utah. ()
Utah is good when it comes to gun laws, not so good on some other things. As stated before the housing market is just stupid here. If you have kids, the schools are overcrowded and underfunded. The climate is pretty extreme, going from rather cold to rather hot, sometimes in the same week. Last Thursday it the high was 53, this coming Friday is supposed to be 99. The mountains are nice though.
To hit your specific things:
Gun laws: Shall issue CCW, Full-auto, SBS, SBR, Suppressors all legal, no magazine restrictions, no preemption. Only places you can't carry are courts, airports, federal facilities and churches which post or notify BCI (so far, the only Church to notify BCI is the LDS Church).
Range access: Not as good as it used to be, only a couple of active ranges around SLC proper, but two shops are threatening to open ranges soon. However, you can drive 20-45 minutes from almost anywhere and find public land on which to shoot.
Open carry: Legal, can't be loaded out on the street without a permit, however. In Utah, loaded means only one action to fire.
Ammo prices: Not bad, we've got the Wal-Marts, a Cabelas, Sportsmans Warehouse and then a variety of smaller shops who have some good prices.
Cost of living (more for shooting): Lower than many places, but rapidly going up. There are cost of living calculators on the web that will let you compare.