I'll add my welcome as well. Though not a native to the state, I've been living here for the past 17 years (has it really been that long?). I work in SLC, but actually live about 30 minutes north of the city in Layton.
SLC has enough to keep one entertained, but doesn't really compare well against true metroplexes. Even the best gaming stores in the area are really pretty dinky when compared to what you can find in NY, Texas, and California (other places I have lived over the years). I spend at least one lunch hour a week browsing Hastur Hobbies since the store isn't too far from my office, but I hate paying retail so I've created my own connection for when I actually purchase gaming stuff. At one point or another, I've been to every gaming and comic store in the state, but I'd trade them all for a Lone Star Comics. There's probably half as many stores now than we had 10 years ago (a sad comment on the state of our beloved hobby) and most are pretty widely dispersed, so you'll probably want to stick with the one you end up living closest too.
There are alot of nice places to live, but traffic sucks all over the Wasatch Front, so you'll want to find a place close to where you will be working. Be aware as well, that there are still many "dead zones" where broadband is not available yet. I live in one (Comcast bastards!) and get a top dial-up speed of 26.4K when the stars align just right.