If you are in the Thermpopolis area, I would go to Sinks Canyon near Lander. That is a nice spot to visit. Not much in Thermopolis for me. If you fly fish, the North Platte is world class. Fishing the stream from Alcova back to town, or fishing the miracle mile could all be done leaving Lander and going to Muddy Gap, then to Casper and back to Gillette. You could follow the river through Wind River Canyon from Thermopolis to Shoshoni on your way to Lander.