I live out towards Red Lodge, and the closest riding for me is Top of the World. It's one of the best places to go in the area when it has good snow. It's hit or miss though: Cooke usually has more snow and often will get a good dump while Top just gets a bit. I'd guess Cooke is the top choice for people riding out of Billings, but it tends to be crowded and tracked out if you can only ride weekends. For both Cooke and Top, you'd head down towards Cody and take Chief Joseph highway; turn left for the Pilot Creek lot and ride the road to Cooke, or turn right and park just up the road for Top. Next option is the Big Horns. I honestly haven't been there; I hear it's great sometimes, but can be patchy on weak snow years. I mostly ride south of Big Sky, either Buck Creek or Taylor's Fork (Buck had pretty good snow when I rode mid-Jan.), that because the guy I ride with the most lives in Livingston and it's a lot longer for him to come around to ride Cooke or Top.