Helena is where we're leaning, with Missoula a possible second choice if we decide to make the jump. We know that 'mild' is relative, and don't expect Georgia-like winters, but mild for Montana would be great.
The views and the lack of humidity sold us on Montana- we try to be active now, but in Georgia, it's hard to be active in the summer when it's 100* and 98% humidity, so cooler summers with little humidity is perfect for us to get out and really enjoy all that Montana has to offer.
For outdoor concerns, I'm really looking to have decent trout fishing (it isn't very good in Georgia, go figure) and mostly good elk and mule deer hunting, with some cross-state trips for antelope and bears, etc. We only have whitetails, turkeys, and hogs here and I'm ready for a change- now would be the time, before we get locked down by bigger careers or kids.