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Of the three locations you listed, they all have similar pros and cons regarding starting your own business. They all have low taxes, low crime rates, etc. The disadvantage of all three is that you're going to be isolated, and it's generally easier to start a business in a region with a reasonably large amount of people. My big problem with Bismark is that it's flat and ugly, to be honest. But that's subjective.
In this general area of the country, Spokane would be good as it is the inland NorthWest's largest city. Also Calgary (from what I hear) has a very strong business climate, but people tend to not think of Calgary since it's in Canada. Both Spokane and Calgary are affordable and have strong jobs markets.
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