@Augie I feel your pain man. My wife and I raised our two kids here in Bozeman. They went K-12 here (great schools) and both are MSU grads. Neither can afford to live here at this point in their careers.
Where are you in MT?
I've been in something like 46 of the states - as was mentioned, Southern Missouri or Arkansas are still pretty affordable, but I found them essentially unusable in the summer. Brutal heat and humidity, not to mention ticks and chiggers. I'd definitely rather be in Eastern Tennessee, Eastern Kentucky or West Virginia were I inclined to be in the South. Also the Western Mountains of North Carolina and Virginia. However, in your shoes, I'd be looking at Vermont, New Hampshire, or Maine. If I didn't live in Montana, that's where I'd be.