Note that McGill (as of now) has some degrees (covering many majors) at a cost that’s equivalent to in-state rates for Americans. And Montreal is not only fairly far away but in a different country with a different culture (in Quebec).
In any case, different strokes for different folks. MN residents are also lucky in that WI publics charge them in-state rates.
However, even if you are forced to go to school in-state and your state is a small one (many kids do not have the resources or qualify for enough fin aid or are good enough to get enough merit aid for schools other than in-state publics), there is (as @whenhen mentioned), study-abroad. Also National College Exchange (http://www.nse.org/exchange/memcam.asp).