How about Pocatello, Idaho? That way I wouldn't have to travel very far (not all, in fact).

I'm semi-serious about this, too. There's a pretty decent music scene there and great scenery. Spring, summer and fall are all pretty nice, and even Winter is bearable.

Massacre Rocks State Park or Lava Hot Springs are both other possibilities. So is Ft. Bridger, Wyoming. I'd skip Jackson Hole, WY and Moab, UT, since they both already have music festivals.