Don't know how you feel about bars but when you are in Jackson Hole be sure to visit the Million Dollar Cowboy Bar. Instead of bar stools they have saddles and the huge bar is all inlaid with silver dollars. I think I remember small kids in there when we were there.
In Cody be sure to go to the Cody night time rodeo. When getting your tickets ask for the Buzzard Roost section. This is right over the pen where the cowboys get on the bulls and you can watch them getting rigged up for their (hopefully) 8 second ride. You are on top of them and watch them by looking through the stadium floor. Also, as soon as the gate opens, most of the cowboys end their ride right where it started. It is a blast!