Re: Yellowstone - Madison and Gibbon
It depends quite a bit on when you're going to be out that way, and how much driving you want to do. Runoff will largely dictate what streams are fishing well, and what bugs are coming off. The Gallatin is a nice stream along the northwest edge of the Park, and the Lamar Valley in the northeast is gorgeous scenery, plus excellent fishing in the Lamar, Soda Butte, and Slough Creek.
Craig Matthews put out an excellent book on the fishing in Yellowstone- The Yellowstone Fly Fishing Guide. It lists access and hatch charts for all the major waters and tons of smaller streams as well. Other than that, keep in touch with local flyshops- Blue Ribbon Flies in West Yellowstone is a good one, as is Parks in Gardiner.