I just got back from the Bighorn myself. The fish were hitting on diving caddis, caddis emergers and pheasant tails for little black caddis. Tie up some sipper midges and maybe some black bodied smoke jumpers to act as emergers.
I use a light by OTTLIGHT. the color is really good and is very bright. If you tie at a club or various venue's, the size is good for traveling. Keep an eye on the Joann's Fabrics and Michaels stores for sales. You can get a good deal.