Wolves have taken a toll on the elk in NW Wyoming, but from what I hear and read, not as bad as Idaho. We are getting some wolf activity in the Bighorns, but they seem to prefer domestic sheep; a relatively easy meal for wolves.
I have lived in Wyoming since 1977, and it is a great place, although I am now escaping winter down in Arizona. I don't know what housing costs in your neck of the woods, but with the exception of Jackson and the Cody area, prices aren't terrible, and property taxes aren't bad in comparison to the rest of the country. Casper, Cheyenne and Gillette are where most jobs are. We have jillions of antelope, lots of deer (whitetail and mule), good elk populations, and if you want to put in for them, sheep, moose, and a very few mountain goats. Bear populations are probably better in Idaho. We are loaded with small game, the fishing is world class, and there are only a half million of us. Idaho is beautiful, but I will be staying in Wyoming.