If you like history, especially western history, the Frontier Days Museum at Cheyenne is good, I hear. Flaming Gorge is unique, for a resevoir.
You missed a dandy storm last week. It doesn't look like much is expected this week.
There used to be a surly lot lizard at Point of Rocks who could be pretty entertaining if she took a disliking to someone. I prefer traipsing around the Red Desert, but I don't imagine that's too fun unless you like absolute quiet and few to no people.