If you will be travelling to Cheyenne over the Holidays, Little America Hotel offers nice accomodations for a reasonable price.

LITTLE AMERICA HOTEL:  CHEYENNE
2800 West Lincolnway, Cheyenne    800.445.6945
www.littleamerica.com/cheyenne
This family resort style hotel is set on 80 acres and features a 9 hole golf course and olympic sized outdoor pool (open seasonally).  Rooms are scattered throughout several lodge buildings.  There is a playground located convenient to most of the lodges.    Room are large and most feature high speed internet access and a mini-fridge. 
FAMILY FRIENDLY PROS-   The kids love the inexpensive ice cream cones available in the main lobby.
FAMILY FRIENDLY CONS-  No breakfast included.