I did Yellowstone - Cody - Bighorns - Buffalo - Gillette - Devil's Tower - Belle Fourche - Custer park - Badlands.
What did you want to know?
It was totally great, by the way. I didn't go the other way because the northern road out of Yellowstone was closed due to construction at the time. I don't have any comparison info. Jamawani does, I am sure, but he's out touring at the moment. If you PM'd him, he might answer in due time.
Tensleep Canyon over the bighorns was absolutely spectacularly beautiful. Very long climb, lots of 8% but nothing really steep. I would do that again in a heartbeat. I have no doubt the other way is also great.
The section from Cody to Greybull was quite empty and remote (and hot and windy) but you can camp at one of the earlier towns (maybe clearmont) & they have a bar & gas station, and you can get water at the bar at Spotted Horse (population 2, Gus & his wife, i'm not kidding). I'm sure you could camp there too, they were friendly. This was in 2005 so things might be different. WY is experiencing a natural gas boom, so it might all be ruined now. That road was already a little too heavily trafficed with oil/gas trucks when I was there.
There's a bike shop in Gilette.
Devil's Tower is really cool, too, and the road there and thru Belle Fourche is pleasant and hilly.
Spearfish Canyon (14a) was also great - a moderate climb with nice scenery and not too much traffic.
I didn't do the Mickelson Trail, to get to Custer, but I should have - they way I went was pretty hard and not that awesome, I heard later that the Mickelson is flatter and beautiful and of course no traffic (rail trail).
If you have any specific questions about these roads, feel free to ask.