If you are coming up through Billings on I-90 stop at Custers Last Stand at Crow Agency. You can no longer walk through the markers on the hill side but it's not too bad. They already had the re-enactment though.
One group stole my idea of having a guy wearing a wig and getting "scalped" by the indians. Got a distant cousin that does Custer.
There's Pompey's Pillar outside of Billings that Clark carved his name into.
The Beartooth Highway is an awesome drive. Red Lodge was always a great place to visit.
One suggestion I would make is pick up one of those red Montana Atlas and Gaztteer books. It shows you roads less traveled.
Go to Martinsdale and go through the Bair Family museum. That is an interesting family history there.
If you go to Gates of the Montains you will have to ask to be shown Mann Gulch and ask about the story there.
Like OT said if you can give updates we can get you going to different things. And if you are close enough maybe meet up with some of us on the board too.