I'm not from Cheyenne, however, I will be moving there in July and have been researching. Your heating/cooling costs are going to depend greatly on the square footage of your house as well as the insulation, any cracks and the types of windows. So there's really no way to say a 3 bedroom house will cost X amount of dollars. Cheyenne Light, Fuel & Power has a neat calculator to give you an idea though,
Cheyenne Light, Fuel & Power :: Home Energy Suite . Just click on the link and choose the calculator tab.
I can't really help you with water, I can only say it is more expensive than Kansas. From everything I've read, the best way to keep your water expenses down is to conserve, conserve, conserve. Changing out faucets and shower heads to low flow fixtures will help.