"Wyoming maybe if you don't live in Teton County. "The millionares are being chased out by the billionares" is the saying I remember hearing when visiting a buddy in Jackson a few years back."
Just got back from a short vacation in the Tetons/Yellowstone. Took a guided float down the Snake and the guide, a long-time local, echoed your statements. Movie stars, high ranking wealthy government officials, etc, etc,. A house you could buy here for maybe 200-300,000 goes for at least 1.5 million out there. The guide said it started going downhill when the DNR started allowing jets to fly into Jackson airport (Lears, you know). Since the huge burden of being chauffer-driven from Salt Lake City was removed, they started buying all the private land, which is limited. They also take advantage of their two weeks in their Jackson homes to claim state residency with Wyoming being a state with no state income tax. Teton County has the highest average per capita income in the country but 80% of the residents earn $20,000 or less a year.
And unlike Montana, where the state owns the streambed, in Wyoming that's not the case.
By the way, the fishing in the Snake was great.
Wish this was everywhere:
http://www.bigskyfishing.com/home_menu_links/stream_access_law.htm