Our native Rocky Mountain Lodgepole pine (P. contorta latifolia), makes a great bonsai. These have naturally short, light green needles closely resembling Japanese Red Pine. They have flaky bark and rugged character from life high in the mountains. These trees require extended periods of cold for winter dormancy.
More info on Lodgepole Pines: http://www.conifers.org/pi/Pinus_contorta_latifolia.php
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This one will make a great little clump style bonsai. It's small but still has great bark and deadwood on the older trunks.