Cheyenne
Nearest city: Cheyenne
Population: 54,872
Median family income: $60,832
Runners-up: Casper
Cheyenne, the state's capital and largest city, plays on its western roots, particularly with the annual Cheyenne Frontier Days celebration, which includes one of the world's biggest outdoor rodeos. But it also has a symphony orchestra, theater companies, and a botanical garden.