Montana: whitefish is a nice little resort town (as of 2007) and pretty awesome and you can hike up the mountain and take a free ski left down! (at least you could a few years ago). Lots of cool little local restaurants and a good brewery as well. Lots of huckleberries to eat too! Glacier national park is pretty great, lots of camping, wildlife, cool lakes to look at, easy hiking, and great scenery. There's also some fun white water rafting in this area. Stay away from eastern Montana unless you like driving for hours and not seeing anything but sky and prairie.
Wyoming: Teton national park was cool, but all I did was look at the mountains so I can't give you a whole lot of advice there. Yellowstone is nice with lots of animals but you'll probably be fighting crowds. All parts of Wyoming that aren't in the NW corner are pretty desolate.
Idaho: I've only been to coeur d'alene and it was a nice resort town, but kind of ritzy. I don't know anything else about the rest of the state.