If you look down the page here in the Wy section there are a ton of people asking the same question... Ill sum it up.
Bear Lodge, Elk View Inn, Arrowhead lodge all on the mountain and right next to the highway. They are pretty much booked this year from what I have been hearing. There is also Wyoming High Country located down 14a, you have to ride there. You can ride right from your room at all of these places. I suspect you are talking the north horns, so you could stay in Dayton at a small motel there or in Sheridan that has lots of options. There is also greybull as mentioned above.