"Despite only being about 4 hours away I've never been to either place."

Wow. I find this hard to believe. I think you are in for quite treat. I understand that it has been a relatively mild winter, so hopefully you will have plenty of great photographic opportunities.

As to tips for cold weather shooting, I have not really had to suffer some of the conditions that others here have had to. Heck this year, it has been obscenely warm here in NY (over 20 degrees, on average, than the normal temperature recently, and some days it has been close to 40 degrees over). Perhaps David or Tony (when he gets back) will be able to be helpful with some tips here.

Good luck - I am very excited for you. Visiting Yellowstone in Winter is a definite plan of mine.

James