I have owned land outside of Casper. Many properties were sold by the same company who bought up a big ranch. West of Casper, very low chance of drilling a well and finding potable water. I know several people who drilled 3 or more unsuccessful wells. About 250 an acre is going price. If you are looking at the one listed at Powder River ...don't. Unless you are just buying it for recreation and not to live on.
Lots of the parcels are owner carry. People from out of state buy, make some payments and then let it go back. They have made a killing on the land selling it, getting it back and selling it again and again.
As far as Casper...
It has all the things you need. More than I am used to. 2 Walmarts (technically on is in Mills), Home Depot, Sams Club, a mall with all of those kind of stores. Event center, Harley dealership, other brand powersports dealers, ski slopes, etc, etc. It has pretty much everything.
Windy, Cold in the winter. It doesnt bother me, but its something to think about.
Our internet service is out of Casper. Mountain West. They have the towers set up everywhere that beam to your house. We are VERY rural and we have good internet. (maybe not city person good, but good enough for us)