You won't find many high-priced multistory luxury hotels here, such as those in major cities on the East and West coasts. Montana and Wyoming are mostly rural areas -- some would argue that even the cities here are just overgrown cow towns -- and the preponderance of accommodations choices will fall into one of four categories: major chains such as Best Western, Comfort Inn, and Super 8; small independent motels or clusters of cabins; historic hotels and bed-and-breakfast inns; and ranch resorts, where lodging is secondary to the myriad activities offered.
You usually won't have too much trouble finding a bed for the night, even without reservations, except in and near the national parks during summer, and during major events such as Cheyenne's Frontier Days. Winter can also be a problem for those looking for a room; not because they're all booked but because a lot of lodgings (and restaurants as well) simply shut down after the summer crowds have left.