I would have to say, that's def a huge decision to make. Would def take some big balls to do. But, if you can grow great product (def don't underestimate the quality of what is already there), and have good business sense.... I can say I know a man who did just what you're talking about. Moved from virginia to montana with practically nothing, took his ideas to an investor, got his license, and now has a very successful business with several employees.
However... it's my understanding that legislation will be rewritten very shortly in that state. So before you up and decide to do it, the very best advice i can give you is to talk to some kind of business lawyer that understands montana's medical situation (if you have a hard time finding someone, perhaps NORML could point you in the right direction).