Haven't read Cold, but the UP is definitely its own unique culture, and not like the lower peninsula. I'm a native Michigander, but have spent some years in Oregon and Texas--I agree with the comments regarding Sometimes a Great Notion and Larry McMurtry's work (interesting that Kesey and McMurtry were such good friends, too).Others have disagreed with the nominations in the various "The Great [Your State Here] Novel" series. Click here to see the choice of "E.S." for The Great Texas Novel and PeteLit's Pete Anderson's nomination for The Great Yooper Novel.
As for Michigan, arguably the state is too diverse to be wrapped up in just one novel, anymore than a novel about LA could represent all of California. With Michigan, you've got your small towns, including oddball, unique towns like Frankenmuth, Holland, and Hell; you've got quieter Midwest cities like Traverse City or Kalamazoo; you've got the forests and sparser populations of the North; and you've got the partitioned suburbs and empty city streets of "Southeast Michigan" (a euphemism for the metro area, so nervous folks don't have to use the "D" word). Elmore Leonard wrote about Detroit in several books, and Toni Morrison's Song of Solomon is also set there. Jane Smiley didn't write about Ann Arbor in Moo, but it sure seems that way.
Thanks to Patience Wieland for the feedback.
--Marshal Zeringue