I would say avoiding the visiting neighbor church that came by way to often (minimum of once a week). I lived in Orem and West Valley for a couple of years and was left alone for the most part. When the church leaders came through to visit my ex-wife and her family (heavy in the Mormon church), I just ducked out the back.
I really enjoyed my time in SLC. But that was the Easter weekend of the American Atheist conference. Perhaps not the typical experience.
But seriously, it strikes me as the same problems as living with Southern Baptists in Texas. You've ridiculous liquor laws and things like that. Also a population that hears "atheist" and imagines "satanist" or something dangerous and manelavant. It's all the little things.
Never lived in Utah, but I was raised Mormon, so I have an inklng of wha tyou are talkign about.
I think the hardest part is that humans are (mostly) social animals who like to be a part of group. In Utah, it is hard to find any groups in which youwould feel welcome if you are not at least a Christian, but even then if you are not Mormon, you will not be treated as well, unless they think they can convet you.
Look for atheist groups on meetup.com in your area to find other atheists. Or, this site seems to habe grown to a poitn to where now you can look to find people to make friends with who live (reasonably) near you