It is important to remember that Montana weather can be unpredictable. When you pack, know that the air temperature can vary from 30 to 90° Fahrenheit (-1 to 32° Celsius). The best way to be prepared for these extremes is to dress in layers. As a minimum, you should invest in a good set of rain gear, including both jacket and pants.
Midweight long underwear, top and bottom, are also required outside of June, July and August (weather permitting). Avoid cotton — opt for a synthetic material like polypropylene (polypro), Capilene, polar fleece or pile. These materials are designed to keep you warm even when wet. Cotton will leave you shivering if you get splashed, even on a warm day.