Wyoming also has some of the cheapest gas in the country, almost always at least 10-15 cents lower than here in Colorado. I used to go to Cheyenne quite frequently, but not as much as I used to, but when I did, I always filled up regardless of what vehicle I was in.
There will be gas available in Pine Bluffs just as you come in to Wyoming. There's also a Loves on the east side of Cheyenne by the Sleep Inn, it's wide open easy to get in to and usually has lower prices than the stations closer in to town.
Going north out of Cheyenne, there's Wheatland, Glendo, Douglas, Glenrock and then Casper. There used to be a station in Chugwater but not any more. So it's about 70 miles or so from Cheyenne to Wheatland. GPS and some other sources state that there's a station in Chugwater, but it was destroyed, along with the only grocery store there, in 2012 when an SUV ran into a gas pump and caused a huge fire. Since then, residents have to drive to either Cheyenne or Wheatland for fuel or groceries. That was a major news item for the local news in Cheyenne at the time, and as far as I know, there's not been any plans to rebuild a station there. It's a really small town, so investment in business there is iffy. Keep that in mind for fueling needs headed out of Cheyenne.