All of the snow states have awesome places to come visit. There are many places that cater to new people and offer all the right equipment for an enjoyable trip (including avalanche beacons, probes, shovels, training). Idaho, Utah have great reputations for awesome snow year after year.
Here are some links for you to look at...
Idaho Winter - Snowmobile
Snowmobiling | Utah.com
OSSA - Home
Montana Snowmobile Association
I'm pretty partial to this one...
Snowmobile SnoWest Magazine
Take a look at Snowest.com, there is a lot of info on there regarding sledding in the west... including their top 10 destinations every year...
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2007 RMK 700 155", 2008 RMK 600 155", 2006 RMK 600 144", 98 Indy 440, 95 Prowler 550 2-up, 1990 Indy 650
RIP, destroyed by fire 1-22-2008

04 RMK 800, 05 RMK 600, 02 RMK 800, 97 RMK 700
http://www.avalanche.org/accidents.php