Chief is right about the WY ANG. They're based out of Cheyenne, just across I-25 from FE Warren AFB. Pretty active unit and they do a lot of support with FE. FE has a great BX and Commissary, but in the guard, you only get 2 commissary vistits per year, but unlimited on the BX side.
Cheyenne is high, over 6K feet and there's not a lot of trees to stop the wind. Cold in the winter for sure. Laramie is just to the west sitting in a bowl below the Laramie Mountains on I-80. That's where you'll find the big school, University of WY.
On the Army Guard side, there are small armories all over the state, but the biggest that I'm aware of is north of Cheyenne at Guernsey. Tiny little town but the base is about twice the size of the town and the ranges there are amazing to say the least. They have an airfield there and I think they have a chopper unit there as well, but I could be wrong on that. They host all kinds of training there for all kinds of military and police organizations from all over the US. They have Drop Zones for airbourn troops, lots of areas for war games and ranges that they shoot every thing in the inventory from .22 to Howitzers. Just an amazing facility and right on the North Platte River if you are into fishing, boating or white water. My wife currently lives in Torrington, about 45 min. east of there.
Chief was also right about the retirement. I went to the CO ANG in 87 with 10 years AD under my belt, so I entered with 3650 points right up front. Weekend drills are double points but 2 week summer camps and deployments are 1 point per day. Advancement is through attrision, i.e. when someone quits or retires, everyone else moves up, so you aren't testing for rank against all the AF. The downside is though that when you do retire, as I did in '03, you don't see a penny until you turn 60. However, you can do as I did, and retire to an in-active reserve. While I can still be called up in case of an emergency, I do pick up all pay increases until I turn 60, which can make a substantial increase in my retirement pay, if I live to see it.
The guard is not a bad way to go, and there are some real insentives out there. I personally love WY and would live there myself if I could find work there. As it is, I just drive back and forth and go there to play. However, know that it is higher, drier, colder and much more open than MS. Much of WY is wide open prarrie with not much to look at. A good deal of it is desert. About the only really nice parts are Yellowstone area and the mountain ranges up around there, and the Snowy range near Laramie, and the North Platte water shed, lots of lakes. The SW corner is desert, the south central area is Rawlins which is worse than desert. The SE corner is flat high prarrie and the NE is close to the Dakota's. It's a whole other world for sure. But, there's no state income tax, and it's a very RED state politically. Lots of places to shoot and hunt and fish and for the most part the government stays out of your business, unlike CO.