I recommend you visit Hyalite Canyon while you're in Bozeman. It's one of my favorite places.
Hyalite is extremely popular in the summertime with hikers and sightseers. That said, the area becomes truly magical during winter. Snowfall imparts a stillness to the canyon, and countless streams of ice come down the cliffs and gullies. This small area has the highest concentration of consistent waterfall ice in the lower-48, and it's a mecca for climbers around the world.
October is pretty early for ice formation. Hyalite ice season usually doesn't get rolling until Halloween. Even so, the canyon will still be very winter-y feeling and 'cicles will be forming (I hope).