The wildlife loop was WONDERFUL -- you must drive that road! Be sure to take a bag of carrots for the begging burros. They were first brought into the park to cart vacationers up to the top of Harney Peak, but the park stopped that years ago, and now the burros just run wild. They're very tame and will come right up to your car. They most definitely expect you to give them something!
We saw wild turkey, loads of prong horn (people call them antelopes, but they're really prong horn), moose, coyote, prairie dogs, and the most impressive of all: bison.
We took the Buffalo Safari, and I thought that was well worth it. The guide told us lots of things about the park history and the animals -- things we wouldn't have known otherwise -- for example, he told us about how they round up the buffalo every September (in a certain pasture, which is kept empty for them all year long) and they brand the calves with the year of their birth; they sell off all the 10-year olds every year because the park can only support 1000 buffalo, yet after the births every year they tend to have about 1500. And he took us to places where visitors aren't allowed to drive. They have customized four-wheel drive jeeps in which you sit up high and have no windows between you and the countryside. Also, he had a radio and was in contact with the other jeep drivers; they kept each other informed about where the various herds were, so we saw more than you would just driving along on your own.
If you drive on your own, DO NOT take chances with getting out of your car near the buffalo! We saw BUNCHES of people doing this, and our guide told us that it's very common for people to be injured. He told us about one man -- an elderly man who should've lived enough years to have some common sense -- who wanted his picture made with the buffalo. He went and stood near the animal, who took offense and threw him up into the air with his horns . . . then caught him as he came back down. The man was dead before he hit the ground. We saw entire families standing next to buffalo herds. We saw what appeared to be a church group standing outside its vans. The animals are usually docile, but there's no need to take foolish chances.
Yes, we considered staying at one of the lodges, but we ended up staying in the town of Custer instead. If I had it to do again, I'd stay inside the park. Custer is really a one-horse town.