What kind of outdoor setup will you have? As a fellow dweller of the brutally cold north, you're gonna need some pretty impressive shelter... It gets down to -40 F some winters, colder with wind chill. There were two solid weeks this year where the temperature didn't crest 0 F, and I know Wyoming is equally cold if not more so.
No rabbit would be able to survive this without adequate shelter, and if it did they would be miserable for 8 months of the year. With adequate shelter, a mini lop or jersey wooly would do fine, but I'm not sure a rex would be able to thrive in such brutal conditions with its short coat. WA, TN, and CA are a totally different ball game. The weather here gets so cold people die 40 ft away from their car after it breaks down. I would personally recommend against a strictly outdoor rabbit unless you are able to bring it in for the months that the temperature is below zero and/or offer a very robust shelter that stays above 0 F.