We stayed here and loved it
http://www.custersgulch.com/
They are right outside the entrance to Custer State Park and very close to all the other sites.
We met another Montana owner there who loved it so much they ended up staying for about 2 months! This year they decided to go back and be work campers so if you go there be sure and look up Mike and Leslie (Les), great folks.
Try to get towards the back of the property, more shade and the property behind the rig is all National Forest. We saw deer behind our site most every night. Very quiet and the sites are decent size.
Enjoy your trip!