If you really want to experience Yellowstone in the winter, take a look at the Lodging and Learning Programs offered through the Yellowstone Association (
www.yellowstoneassociation.org), a non-profit organization that partners with Yellowstone National Park, running the bookstores and providing funds to the park. They offer 2 to 5 day courses that allow you to really delve into the Park in winter. The prices are good values and the instructors are excellent.