Re: Wind River Range...
The good, well marked trails in the Winds have one big exception - the Wind River Indian Reservation wilderness area... there the trials are barely marked, roads to the trailheads require good maps and a GPS to follow or you risk a wrong turn, and even the USGS topo maps aren't always accurate. I've done several backpacking trips on the reservation and the backcountry and fishing are top notch... but the route-finding can be brutal.
The tradeoff seems to be less other people, excellent fishing, and no real difference in cost if you aren't a Wyoming resident. I've loved my trips there and am anxious to go back, but we always have to plan on extra hiking time trying to figure out which of the 3 routes marked with stone carins heading across a bare rock area (so no tree blazes to mark the trail) will take to the right spot to follow the trail back into the woods.
I think there was already a mention of this, but just in case - if you go to the Winds, be sure to have bear spray. We've seen plenty of bear sign, and I've heard that the "problem" bears from the Yellowstone area are relocated to the wilderness areas in the Wind River Range... not sure if that's true or not, but I'm not taking chances!