Hi Betsy!
Gillette is a great place for softball -- lots of city leagues and excellent facilities. I think most of it is slow-pitch, but there's also fast-pitch. Sports is very big in Gillette. The high school wins state championships as often as not in all sports and is often nationally ranked.
There's good lake fishing at Keyhole State Park about 45 miles east of Gillette, especially for walleyes. There are also a couple good sized lakes about 70 miles west of Gillette -- better for trout. A boat of some kind helps the fishing on any of these lakes.
Good stream trout fly-fishing is a bit further. I prefer the Bighorns, about 70 miles west -- then a little further to get to the streams and mountain lakes.
I think the closest Blue Ribbon trout stream is the Bighorn River, just across the Montana state line (Fort Smith). I'll guess it's 200 miles, but it's superb fishing -- lots of big brown trout and a fair number of rainbows. IIRC, the browns have to be 18" and the rainbows 20" to keep, and keepers aren't hard to find.
Hiking trails abound in the Bighorns and Black Hills. You have to be a little careful on some of those so you don't get lost for weeks on end. Devils Tower is only about an hour from Gillette, and if you continue 25 miles further northeast of the tower (mostly unpaved) you'll come to Cook Lake in the Northern Black Hills, which has a couple nice trails and some good fishing for kids -- small rustic campground too.
If you like just walking for exercise, Gillette has a great trail system inside the city limits. They're (mostly) paved and extend to all parts of town. There's one natural trail around a small, shallow lake that attracts water birds of all kinds -- Canadian geese and a wide variety of ducks call it home year around. Another natural trail is currently under construction (slowly) that follows our only creek bed in town. And there's the Camplex picnic area that's also nice for evening "hikes". It goes from fairly well-groomed areas to mostly a natural wooded area.
The climate is similar to that of Cheyenne and Laramie. Gillette's at a lower elevation than those cities, so it's a little warmer and not as windy. The city itself is not nearly as flat as either one. The terrain around Gillette is mostly rolling hills with a few buttes here and there. It's semi-arid country and in the center of the Thunder Basin National Grassland
Link so there aren't many trees. I was showing someone around the county a few years ago, and as we drove past a clump of a half dozen trees I commented, "that's the county forest." She just nodded. I don't use that joke anymore; it's too believable.
Oh yeah, allergies. My wife has them pretty bad, but she considers this as good as it gets. She hasn't spent much time is the desert southwest, but compared to Oregon or the midwest, she loves this climate for her allergies. Still, she's been sniffling and coughing the past week, and that'll continue off and on until October -- when she starts complaining about the cold.
Rentals are still pretty scarce. If you can afford to buy a home, there's a decent selection on the market, but prices haven't fallen here much. Hopefully they won't. If I had a good job with Peabody, I wouldn't hesitate to buy. This is the closest Gillette's had to a "buyers' market" in nearly a decade, and interest rates are low now.
Good luck to your husband.
When I moved here in '71, I didn't like Gillette and planned to only stay for five years. The town grew on me as it blossomed. If you can handle the arid climate and the cold, windy winters, it's a great place to live.