I would advise bringing clothes for cool as well as for warm weather. Afternoon and evening thundershowers are also quite common, but they are usually brief. The following are travel options to and from Helena. Some travelers fly on NW to Billings and then take Big Sky to Helena. It's 89 miles from Great Falls to Helena.
Car rentals are available at the airport.
Shelby is 167 miles from Helena. There are NO car rental agencies available in Shelby. There is one bus each day.