I was in Bozeman Montana last September and I plan on being there this September. Amazing place. Didn't get to fish the Madison due to a dam problem they were having at Hebgen but the float down the Yellowstone made for one of the best days of my life. Lot's of water access around, plenty to do, nightlife, trees are changing colors, I'm getting excited just thinking about it!
Just my 2 cents but my vote goes to montana