People say Big Sky is hard to get to. I kind of disagree. Yes you may or may not have to take a connection flight into Bozeman. However, the drive is less than an hour and a straight shot from airport. Airport was recently expanded and is quite nice.
Ha, funny you mentioned that...I was just checking out flights from SLC > Bozeman/Ennis Big Sky. Cheapest was $440!
This is at the end of feb too.
I figure it would be a really nice drive though, only 5+ hours, definitely sure to see some good scenery along the way.