This is a great time to buy a place or property in either place, a bad time to find work!
I retired back home to Kalispell after 30 years with the fed gov. Had to leave home to get work!
Both Western Montana and Northern Idaho are my favorite climates with Mountains, clear lakes and streams and truly 4 seasons.
The taxes are probably about the same. Montana has state income tax only, Idaho has mixed income and slaes tax. Property taxes depend on the county - higher in more urban or larger poulated counties.
Hunting and fishing is still good, but nowhere near like is was 20 years ago.
I know some great folk in Traditional Bowhunters of both Idaho and Montana so you won't have trouble finding kindred spirits.