Salt Lake proper (the area between the capitol building and 3300 South and the Airport and the University of Utah) is semi-liberal. Definitely not like an eastern city, but more so than the rest of the state. It's kind of like Utah's Austin.
But the rest of the valley is pretty conservative.
I will say one thing. We like our guns out here. There are very few anti-politicians, the exception being the locals from parts of Salt Lake. We have extremely good gun laws.
We have Shall Issue CFPs, No waiting periods after a clean NICS check for handguns. Class III is no problem. State premption of municipal gun laws, a very gun-friendly legislature, concealed carry on state university campuses, Immunity from civil liability for justified self-defense on your own property... There are a number of ranges in town. One major outdoor range, and a number of smaller ranges. We have a pretty big open carry group which is very active...
If you move here, my recommendation is don't move to downtown SLC, (You might not be able to afford it anyway.) Move to one of the surrounding cities such as Murray, Taylorsville, West Jordan, Midvale... Less trouble if you want to own Class III, and you might find me as one of your neighbors
I will say that you'll encounter more anti politicians (and residents) the further east you move in the valley.
As far as outdoor activites, Utah is world class. You can walk out of your door in the Salt Lake Valley, and in 20 minutes you can be in the woods for hiking, mountain biking, camping... In the winter, skiing and snowboarding. If you wander a little further (60 minutes) afield you've got places for ATV use, waterskiing, windsurfing, paragliding, canyoneering, river running, 4-wheeling... The list could go on forever.
The only thing that could use some improvement around here is our slightly strange liquor laws...
Personally I think it's an awsome place to live.
P.S. Oh yeah, check out the Firearms section of the classifieds web site for our #1 ranked TV station:
http://www.ksl.com/index.php?nid=231&cat=185
http://www.ksl.com/index.php?nid=231&cat=377
If that doesn't convince you that there's a very active gun culture here, nothing will.