We just came back after a stay at West Yellowstone. I'd recommend later Sept and early October, weather was cold at first but got great. Crowds not too bad. If we did it again, I'd stay at West Yellowstone again then go into the park for part of the time to save some travel. Also, late season time will give you good discounts in most of the stores for shopping as they are getting ready to close for the winter. Some roads close around that time too so watch for those as it will severely restrict or add extra miles to get where you want to go. Take lots of pictures as there is so much to see. I'd also highly suggest ending up driving out the east gate and spend time in Cody, Wy! Awesome drive. We even stopped at Shoshone Lodge and rode horses for a couple of hours in the same mountain ridges you see along the beautiful highway.