Buffalo Bill stuff. There's an historic LDS church with some really cool murals of the pioneers there.

Further East in Wyoming you will cross the Big Horn mountains. It's extremely scenic, with lots of cool views. If you've got time, before you head east, you could go over the Bear Tooth Highway. It's an amazing drive and experience.

Sheridan has some cool, old cowboy history stuff. There's a neat little museum in the King Saddle Shop downtown.

Wall Drug is a place. You've got to stop, but probably not a ton of reason to stay too long. That's probably on the other side of Rushmore though. I can't remember any more.