If you want to stay in a real Western hotel and really feel like you are in Montana now . . . stay at the Stagecoach Inn. The rooms range from deluxe to economy--something for every budget.
The lounge is excellent, with poker tables, video poker, keno, live entertainment, and great atmosphere.
Don't forget to check out the hot tubs and sauna.
This hotel is right in the town of West Yellowstone, only minutes from the entrance to the park.