I live in SW PA, and I saw a track of a mountain lion along the creek below my house. Though like you said if you say anything to the game commission, they'll laugh at you, but I know for a fact that they are around, we have bobcats, coyotes and these wolf/coyote hybrids that the game commission turned out to control the deer population, but they won't admit it.
Mountain lions/cougars are skittish cats, loud noises especially dogs will keep them away, coyotes will stay away if there is more than 1 dog, bobcats don't usually bother much of the farm animals. My major concern is black bear, have you considered that? If my horses smell a bear, they will not, I mean absolutely will not cross where it had been, they will freeze and shake. A close friend of mine had one of her horses attacked by a black bear, the horse lived, and the hunt is still on for the bear. Black bears are a big issue around where i'm at.
Hope this helps some!