I've taken 40 across to about halfway through the Texas panhandle, and then taken 83 north all the way to 90 in South Dakota. 90 is pretty low traffic in the off season.
The Badlands are pretty interesting to drive through. You can also visit Mount Rushmore. There are no crowds this time of year. Then in Wyoming, detour north on 14 to 24 to visit Devils Tower. No picture will ever do it justice.
All of western Montana is beautiful.The eastern half is pretty mind numbing. Don't think I'll ever do a crossing on 94 ever again.
Alternately, you can detour off of 83 onto 2 into Alliance, and north to visit Carhenge. Then back down to 80, off on 25, then 26 to Yellowstone. On 26 watch for deer. :-(
The 90 route is pretty interesting. I'll never forget driving it and west of Billings I come around a bend and see these really strange mountains. I said to my wife "Man, those are some crazy mountains." A little further we saw a sign "Crazy Mountains." I still get a chuckle out of that.