I want to fly to Wyoming from LAX, but airfares are kinda pricey. Cheyenne, Wyoming is only 95 miles from Denver, Colorado.
Has anyone ever made this drive? Is it a difficult drive (bad roads, etc.).

Any other suggestions of cities/states to fly into to go to Wyoming?

Can't tell you what else to fly into, but Denver to Cheyenne is a straight shot due north on I-25. I've only driven to Cheyenne (from Denver) once, but as I recall, it's two lanes north all the way, and so easy it's dull.

Just watch out for hail stones.
No reports of recent Indian attacks.

Super easy. The Denver airport is on the north side of town, so you have a straight shot to Cheyenne on I-25.

The drive is an easy one on the Interstate and the roads are only as bad as Colorado allows them to be.

Denver is probably your best bet for getting into Wyoming unless you were to fly into Casper but that latter would probably involve a change in Denver anyway. An alternative might be Sheridan or even a flight into Billings, MT, and a drive south from there. It would be helpful to know what part of the state you are most interested in visiting because the state is large. If it is to be around Cheyenne then Denver is your best bet.

We make that drive all the time--flying into Denver is definitely the best, cheapest and easiest way to get to Cheyennne by plane. As other posters have said, it's a straight shot up I-25 to Cheyenne.

Keep in mind the time of year. It is a very easy quick drive. However, our weather can sometimes be bizarre. When I first moved to Denver I started out (in Sept.) in 80+ weather and drove into a snowstorm in Wyoming. Just make sure that you have a sweater or sweatshirt at least.

I'm doing this soon too.

The only problem I can foresee is weather. I think it snowed recently. Snow in May, wow.