Well I'll give you my insight....
I'm from Oregon, went to school in Colorado and after college moved to Utah so I think I can cover your three choices.
In no particular order
1. Oregon - absolutely the more rad place you could live. It offers so much for the outdoor enthusiast. The Columbia River goerge is absolutely amazing, Mt. Hood is a stones throw away and you can alway retreat to the Oregon coast. We call it a coast because it isn't as fancy as the California beaches. You'll definitely have to buy a wetsuit, unless we get another El Nino year, shit was sick!. I think of Portland as the heart of Oregon and it offers some fantastic private colleges. The state education system is very solid but you may notice the cost of living in Portland is somewhat expensive. Passes to your local ski resorts are respectable but if you've skied Colorado or Utah, you're not getting as much skiing for your buck. One of the greatest things is you accessability to other mountains. You're only 3 hours away from Seattle and only 7 hours away from Whislter.
2. Colorado - I was in Boulder for 4 years and Sports Illustrated said "Boulder could be the closest thing a college town could be to heaven" and rightfully so. Colorado is just non stop skiing. Depending on where you wanna live, cost of living is gonna fluctuate. I would suggest somewhere like Boulder, but it can get pretty expensive. But if you do, Eldora, is a small backyard hill that you can ski at for only 99 bucks a season. It may be small but if you're okay with skiing for a couple of hours in the early morning or afternoon, it's perfect. The worst thing about skiing in Colorado is driving I-70. Its a great scenic highway but its the main artery to all the ski resorts. You'll find yourself frustrated driving home after skiing on Saturdays or Sundays in gridlock traffic. I ended up cutting my days short at around 130 just to beat the traffic
3. Utah - arguably one of the most gay stay states in the Union but most conservative as well. I've been here for just over a year now and I'm finally starting to get used to it. The summers are really hot and the winters are epic. Last winter couldn't have been any better and we expect another amazing year. My biggest adjustment has been the social scene. There is a very defined line between those who "go out" and those "who don't" The more ski town you live in, the less defined this line is and generally speaking, the farther south you live, the more conservative. I would only live in the Cottonwoods, Sandy, Park City or SLC. Cost of living is very affordable and pass prices to ski resorts may be expensive, but you have so much access. The state has a great following of outdoor enthusiasts and you will have no problem finding a good crew of skiers to stick with.