I'm still going with CO, we spent a week or two with a cousin, flew to Denver drove to Aspen (cheaper and scenic vs flying directly!) drove back over the continental divide (and got out at an overlook on the top) all because we could. Even without specifically sightseeing we went hiking, saw all sorts of tourist attractions, shopped Aspen a little, visited a ghost town, etc. My mom also hired a private guide for the two of us (+guide) to ride out for a day in the wilderness, pretty epic and it was nice to have the one polite and quiet guide vs a dude ranch string deal. I don't think it was that expensive at all with how we did it (driving then staying with the cousin vs a hotel). I know Aspen can be pretty pricey but there are ways around that (tons of small towns in that area so you could avoid actual Aspen). And honestly just sitting and admiring the view is worth going imo! lol I was too young to drive a rental so I got to watch the view the whole time.
Like I said Montana is likely a similar type of vacation but I have never been there so going with what I know.