I considered moving to Wyoming in the late 80s. I had lived in Northern MN for a while. The greenhouse is a great idea. I would also suggest a high tunnel. Even without being heated, it should extend your growing season by around 2 months. If you do also go the high tunnel route, be sure to anchor it well. Otherwise it will blow away in the the Wyoming winds.
Good decisions come from experience. Experience comes from making bad decisions. Mark Twain
I grew up in Minnesota also, Lake Minnetonka. Worked at the Tonka Toy factory. Loved going canoeing on the boundary waters and skiing at a place north of Duluth, Lutsen, Sugar Hills comes to mind. Thanks for bringing back memories.