We rented snowmobiles from Canyon Adventures (406/995-4540) just south of Big Sky. They have all the gear available and let you go on your own or with a guide. If you have a good sense of direction and some basic map abilities, a guide is not necessary. If you are challenged with either, the $100/group guide fee would be a good investment.
The area you go to is full of beautiful views and play areas. You can tour, hill climb, jump, or just play in big open fields. We did not see any wildlife on the trip. A half-day trip ($85 for 4 hours) seemed the perfect amount of time. You should bring a camera and/or video camera on the trip.