I remember when Bozeman was a great place, and as you say, it has become somewhat of a yuppie town, but I'm betting that as a hunter and lover of the outdoors, it will beat Massachusetts hands down.
All the smaller towns nearby have pretty much become bedroom communities for Bozeman. There is still very good hunting, fishing, and general outdoor opportunities in that area.
If I were you, I would give the place a serious look.
Well, I just saw your post that it is Helena. The same comments apply, however.