Yes. You should. Not sure why your are retiring to MT (I assume fishing and enjoy the outdoors) or exactly what area you are looking at, but focus on the snowfall total. We decided to move to the mountains this year and looked at every decent size city not in CA or the western rim of WA or OR that was "in the mountains." Here is what we found.
Durango 71" of snow per year average
Bozeman 63" of snow per year average
Denver 60" of snow per year average
Salt Lake City 63" of snow per year average
Cheyenne 58" of snow per year average
Colorado Springs 57" of snow per year average
Ft Collins 48" of snow per year average
Billings 46" of snow per year average
Spokane 44" of snow per year average
Rapid City 38" of snow per year average
Taos 38" of snow per year average
Bend 34" of snow per year average
Santa Fe 32" of snow per year average
Boise ID 18" of snow per year average
The cold is one thing, but dealing with snow is even worse. We chose Boise because:
A: Its the perfect size with 750K in the metro. I can get all the way across town in 30 minutes or less. Direct flights to Dallas, Houston, Atlanta, Chicago, and Nashville.
B: Location. Its less than 8 hours drive from Bozeman, Yellowstone, Salt Lake, Tahoe, Portland, Seattle, Spokane... And the hundreds of beautiful places in between.
C: The weather. The coldest temp we have had all winter is 18 degrees. Yet in less than 30 minutes I can ski Bogus Basin with 10 lifts and over 90 trails... plus season passes are only $349. Less than 2 hours away are 4 other ski resorts including Sun Valley which is one of the best in the world.
D: 35 million acres of public hunting land for Elk, Mule Deer, Moose, Bighorn, Bear... you name it.
E: The fishing. Got the fly fishing bug a few years ago and folks here will argue that the fly fishing is on par with MT.. They might be right... I'll find out this spring. This documentary on Amazon Prime (The Rocky Mountain Fly Highway) dwas probably what won me over for Idaho. I highly recommend it.
If you do end up in MT. Let me know. I'm going to need a local fishing guide when I drive up in the summers.***