You will like Yellowstone a lot. We have visited 3 times now, and will go back again next time we get a chance. We stayed at the headwaters at Flagg Ranch. Very convenient - just outside the South entrance of Yellowstone, and just north of Grand Teton. The gas station at the park had the best gas price in the area when we were there last (2011). Attractions on the way (there or back) include Rocky Mountain National Park, The Black Hills, Devils Tower, Cody, Sturgis, and more.
You are arriving at the end of the summer, so be prepared for cold weather, and possibly snow. Be sure to bring a decent set of binoculars and a camera with a good zoom lens. Keep your distance from the animals. When you go into the park the rangers tell you that on average, 3 people per year are killed by getting too close to the wild animals.
Yellowstone is our favorite National Park so far (we haven't made it to Alaska yet). Have fun.