I live in Utah, and was just recently looking at land out there. I'm kind of sick of the struggle for some breathing room to do anything interesting here in Provo without having to ask permission from the city, and pay through the nose for real estate... I'm probably just bitter about my recent interactions with the mayor and zoning and the council, and whatnot...
I'd like to not have to care what my neighbors think about the things I'm doing.
When I lived in Utah, I owned some land. If you want cheap desert and sagebrush, Iron / Millard / Box Elder Counties are good options. For treed, remote, secluded parcels, check out Hamlin Valley if you have a sturdy 4x4. Cheap desert can be be had in lots of places, like Modena and Delta.
Your limiting factor will be procuring water rights.
I'd like to not have to care what my neighbors think about the things I'm doing.