Double Bullshit Bone, You don't have to go through Wyoming to get to Cook City if your travelling down 89 from Bozeman, though you do have to go through the Park. Second, The Winds and the Tits aren't the best mtn's in the Rockies, even assuming you mean the American Rockies. The Beartooths and the Bighorns are!
And best ice / bc bet would be to hit Banff then drive down to Fernie or Nelson. Kootenais