I plan on filing a small claims against a company that is not returning my refund. It clearly states in their contract that if we fax a letter canceling our order and request a refund, that it will be returned. I did that. I reside in South Dakota. The company is in Colorado. All interaction was done either by phone, fax or email. The work was to be completed in South Dakota--although none of it had been completed at the time the order was canceled. Do I file the small claims in South Dakota? Or in Colorado?

As far as I'm aware, you need to file in the county where the transaction took place; that would be in Colorado.

I would attempt to file in the court where I was located. They can object if they wish to have it moved.