I'm in CO too. It's so easy to tour here, just pick a loop in the mountains, drive to some point on the loop, ride, drive home. Are you in Ft. C? Start with a trip up Poudre Canyon and back across Trail Ridge. Or the Grand Loop - Boulder - Lyons - Estes - Granby - Winter Park - Idaho Springs - Golden - Boulder.
Or the route that Bicycle Tour of Colorado is using this year is an ideal 1-1.5 week tour.
Depending where you live, just ride out your door. This simplifies the travel and makes it cheaper.
The thing about Wyoming, is wind. wind wind wind. wind. did i mention wind? Can be pretty demoralizing. Mountains are nicer. THere's some great riding in WY (Big Horns, Tetons/Yellowstone) but there's an awful lot of long stretches of high plains that I think are not the greatest for bike touring.
Montana is great. CO is great.