Sidney is the home of Cabela's. The home store is pretty awesome. But the only other Cabela's I've been to is the Kearney store. It lacks.
Some of the newer super stores might be better though.
Along the river is farm country, more wheat than corn as was said. Plenty of grassland/cattleland beyond the river bottom. Lots of good fishing and hunting all around.
Climate will be extreme. Very cold in the winter to very hot in the summer. A week or so of sub-zero temps in the winter to a week or so of 100+ temps in the summer. But it's a dry heat.
Well, dryer than the eastern part of the NE., but not as dry as AZ or here in western CO.
Denver is about 3hrs(?) to the south west. North Platte is a couple to the east. Cheyenne can't be much farther to the west.
Cost of living should be fairly cheap to real cheap, I would imagine. Though I don't think they're as cheap as when I was growing up.
There are worst places to live than Western Nebraska.