Some misinformation above.
Heavily polluted ground water? As a life long resident (3rd generation) and an environmental activist, I wonder where you got that info? I don't think that even the Powder River basin with all the coal bed methane wells has had much of a ground water pollution problem (yet). We do have the same problems as other areas with leakage from older gas station tanks and some old refinery problems; but compared on a per capita basis, no more so than other states - maybe less.
We do suffer some pollution from extractive industries that yield energy for consumption. I wish we could drive down consumption so there would be less pressure to drill and dig. But, alas, I don't see that in the future of Wyoming or anywhere else. Greatest impact is on air quality in the Pinedale area.
Parts of the state are what most people would call desolate, but others are not. Cheyenne is not too far from the Laramie Range and there are some really beautiful places up there. Remember that beauty is in the eye of the beholder. There are places in the Red Desert that are wonderful too.
No doubt about it, Wyoming is windier than many places. But Cheyenne not all that much more than Boulder (according to NOAA average wind speed at Cheyenne airport is 12.4 mph and at Boulder/Jeffco it is 10.1 - compare those to Roseburg OR at 3.3 mph and you'll notice the difference). Cooler up here in the summer and colder in the winter than the Front Range.
All that being said, if Cheyenne is not for you that's okay. If you want to get away from the crowds along the Front Range, you are still welcome to come up and enjoy the wide open spaces of WY (and its attendant backwards political culture
).