MT, I've spent a little time in Caspar. Considered moving there when it was possible to commute to SLC on Skywest .
It's a bit "small town" for a "city". That may bother some but I viewed it as a plus. Overall my family and I liked it. Nice houses with some land on Caspar Mountain that overlook the city.. beautiful view at night, not bad during the day.
Trout fishing on the North Platte is pretty outstanding. Lots of places for hiking, bicycling and camping. All sorts of boating opportunities on the resevoirs and rivers. You can do a little snow skiing on Caspar Mountain too, IIRC. Hunting is also pretty good if you like that. Lots of places to just shoot too. In short, lots and lots of "outdoorsey" things to do.
Like I said, had the commute been a "sure thing" in all kinds of weather, I'd probably be there now.
Oh, yeah.. check the tax advantages you get by moving from CA to WY... that's a bit of a plus too!