Re: Montana: Billings/Columbus/Missoula
The two main fisheries in the Billings area are the Bighorn and the Stillwater. The Bighorn is a wonderful fishery with plenty of fish willing to take a fly. It is not a place to find solitude however so be prepared to see lots of other people fishing. Even with the crowds it is a great place to go and success rates are generally really good. I would suggest getting a guide for the day as this will really pay dividends for your bait chucking friend from the south. The best time of year to really fish the Bighorn, especially for your friend in from mid March through May. This is the time the river has the least amount of weeds in it, which is important for a person learning to fly fish. There are good hatches of Midges and Baetis during this time frame, but nymphing will produce the best for your friend. Choosing a guide for the area is a bit more of a chore because there are lots of them. If you would like suggestions please IM me and I would be happy to provide some names of guys who would be helpful with your friend and give him a good start to his fly fishing career.
The Stillwater is the other main fishery near Billings, it dumps into the Yellowstone at the town of Columbus. I would contact Cory Kober at the Otter's Den in Columbus if you want good information on fishing the Stillwater. There are two established shops in Billings and a new one on the way. As Fysh mentioned Rainbow Run is one of them, Bighorn Fly and Tackle is another and the East Rosebud Fly shop will be opening very soon.
As far as heading to Missoula you are in for a lot of Windshield time between Billings and Missoula (between 5 and 6 hours). The Blackfoot is a great fishery in that area but if you are planning your trip for the heat of the summer you will want to be knowledgeable about the inner tube hatch that occurs on the lower end of the river. It is a spectacle of beer drinking and bikini's on a epic scale some days. The Bitteroot is another fine fishery near Missoula and it has some great opportunities. I would contact Matt Potter at the Kingfisher for information concerning Missoula.
Good luck with your trip and have fun converting your bait chucking buddy.