Explore Big Sky, Montana, where you get a fascinating mix of wilderness, skiing, golf, mountain biking, hiking, archery, disc golf, and many more. Things you can do in the Montana Big Sky include pre-booking these resorts while visiting Yellowstone National Park, going for white water rafting, fly fishing, and horseback riding. Tips for visiting this place are to find a hotel to stay at, pre-book your sky-book in advance, pack essential clothes according to the weather, and take plenty of water with you to stay hydrated.