I moved to WY 3.5 yrs ago from a blue state. Extremely easy. Typically, the smaller the town, the harder it is to integrate. A "big" town in WY is remarkably small. I love it here and never had an issue. Land can be dirt cheap, but it will be flat, high desert. You can get 40ac/$40k, sometimes less.
Good healthcare? Thats a very short list of locations. Good healthcare comes with size, save for the VA hospital in Sheridan. Sheridan got expensive, like any other place within 10 milers of the mountains. Casper and Cheyenne are the "big city", but don't let that scare ya. They are very different cities too.
I agree with checking things out more than once. I'd been coming here for a decade, so it felt like a formality. Its still a lot different unless you spend a week or two in the place you're looking to move to.
If you're genuinely curious, ask more questions.