You might want to check hunting regs before you venture "Out West" with you new rifle. I've lived in Wyoming for the last 34 plus years and the wording has changed some since I arrived, and I haven't bothered to keep up with it as I only carry a 45 Colt or a 41mag or a 401powermag for the big game season, to accompany whatever rifle I decided to pack. In 1986, a 357mag was NOT legal to hunt big game. I gave my 357 to the Ex in the divorce and stopped wondering about it. At some point they changed the wording and I couldn't say what they require now. BUT, if I were still back East and knew I might West, I'd want to know that my new guns were up to the legal task.
From your posts, sounds like you are looking at factory ammo. That being said, shooting light loads will not be an option to you in the big calibers. That option is only available to handloaders. The 357 makes a great rabbit gun and will work on a badger or coyote, should you chance on one. Probably would drop a wolf with a good shot. They are considered predators where I live and you can shoot on site without a permit, like a coyote or jack rabbit. When I use a light caliber rifle, I carry a heavy caliber revolver and vice versa. All bases get covered.