Norm,
Rule #1- Be sure to carry your wading staff!! The water flows are deceptive, and I scared myself a couple times wading out to cast to a trout then realizing I was in a "situation" and alone. Knee deep to thigh deep water was as strong as I could stand in one spot in most often.
Unless you're going into deep back country, don't worry about bear spray. The guide I hired for a day (and we rode right past a fresh bear bed spot in the willows next to ripe huckleberries) said it's mostly a marketing ploy- not only do they make some nice $$ at $50 each, but the tourists get a charge from the thought of danger.
A four weight is fine for most fishing, as long as you're able to cast into the stiff breeze with it. You'll have more weather in Sept.
Use a five or six weight for the evening hatch on the Madison.
If you have some 5x leaders, you'll catch fish the others miss. Bluebird days still need light leaders.
But you'll use 3x & 4x most often.
Read the water!! Don't follow what the others are doing or saying- be open-minded and read the situation. I hooked my biggest fish on the Madison by fishing the opposite of everybody else!
The rivers are about four to five times as large as those I usually fish, except the Tuck, and intimidating at first- till you realize that instead of one current seam, you're just looking at three or four staggered ones. Fish IN the stiff current. Trout there tend to hang in the current where it's almost whitecapping, NOT the quiet spots behind rocks, etc. Cast to those soft spots and watch your fly drift into the seams. A take will often look like a current splash- set the hook to be sure, and you'll often be surprised.
Fish downstream. Yep- much easier to see your fly in the heavy current- but harder to set the hook!
Fish at night (bring a hat light!) for BIG fish. And you'll have the water to yourself.
Never forget the bug spray and heavy duty sun block. Esp. use the block on the mountain lakes.
You're staying in the best of the best- and I did LOTS of exploring. Spend some time on the Gallatin in Big Sky- my favorite- and if you can, make a side trip to Ennis to fish the evening hatch on the Madison.
Better yet....lemme go with ya and I'll show you!!
