Wyoming. WUE at Wyoming is very (extremely) competitive, but there is the Brown and Gold scholarships which would give you $7000 (or $10,500 if your SAT goes up, which is the WUE amount) http://www.uwyo.edu/admissions/scholarships/non-residents/bgcommitment.html About 4-5 years ago they built a new $10M theater and dance dept. The department puts on 6 big productions per year with lots of smaller productions. There are also 2 smaller theaters. The head of the department runs a summer theater program at one of the Montana schools and takes a crew there for the summer too. The theater and dance programs have about 175 students. There are additional theater and dance merit scholarships too, which stack with the WUE/Brown & Gold, and there are a few alum scholarships too. It’s really quite inexpensive.
U of Northern Colorado has a healthy department too and does have WUE scholarships. I know a few (instate) kids who have gone to Colorado State in Ft Collins for theater, and that’s a WUE school too.