My New Year's resolution last year was to move to the mountains. Some of the reasons were different than yours, but it was time to make a move. I chose Bozeman, Montana, and after ten months I think moving here (from Dallas) was perhaps the smartest thing I've ever done. Cost of living is much lower and the popping of the bubble on second homes made housing truly affordable. I expect that you'd have plenty of competition as a physical therapist, but plenty of business too. I'm told Bozeman has more orthopedic surgeons per capita than anywhere else in the US. All those hikers, skiers, rafters, and fishermen need help from time to time. University town with ample choices for indoor entertainment, one hour from Yellowstone NP, two world-class ski areas. The list is endless.
Politically Montana is independent. Though Romney got close to 60% of the presidential vote, a Democratic senator kept his seat despite (maybe because of) SuperPACS pouring millions into his rival's campaign, and we elected a new Democratic governor. The other senator is a Democrat too. Bozeman is mixed - typical liberal types affiliated with MSU but some arch-conservatives among the farmers and ranchers. Missoula, another great university town, is a bit more left-leaning. Perhaps it's because I moved from Texas, where I'd describe the politics as rabid, but I find a degree of tolerance here that I really like.
If you're like I was, the most difficult thing will not be where you move but biting the bullet and picking up stakes to relocate. (Excuse mixing metaphors.) I left behind some great friends and a decent business to move, and I haven't regretted it for a minute. I hope you do it!
Happy New Year, Richard