One of the highlights of our Yellowstone/Grand Tetons vacation was a rafting trip down the Yellowstone River. One thing about the West--I've never seen skies as consistently clear and as deep a blue as the ones out there. The only time I saw anything approaching smoggy eastern skies was our last day in the area when we drove through Jackson Hole.
Other than that one unfortunate partial day of smog, the air was cut as clean and clear as anywhere I've ever been.
I rode the last little bit out in the riffles of the river. They had to call me to swim back to the raft or I'd have missed out last takeout point.