I've ridden in Montana, and esp. liked the Bear Tooth Highway out of Red Lodge, MT. It's a great climb, and even though it was 80 deg.F in Red Lodge, it was 37 deg.F when we finally made it to the top of the Pass.
There is one "false summit" so don't give up when the road heads down for the first time. Lovely ride, inspirational views . . . don't miss it!
Rick / OCRR