Be aware of rattlesnakes when in any of the areas that you mentioned.
Black Hills: I lived there many years ago and went back about 5 years ago to visit. It is one of my favorite places. You could easily spend a lot of time there, and money if you do more of the tourist trap stops.
Spearfish Canyon is beautiful (but a sliw drive) as is Needles Highway & Iron Mountain Road. These drives take lots of time as the speed limit is slow, but they are all VERY worthwhile. I would say they are a must-see. Do take stops at the scenic pullout points. At one point you can see Mount Rushmore at a distance. Sylvan Lake & Cathedral Spires are good to see. Some people do a day hike up Black Elk Peak, the highest point in the Hills. Take in a cave...Wind Cave just north of Hot Springs is reasonably affordable and has a few different options for exploration. Its not as busy as the more flashy caves, but still, its better to get there early. Crazy Horse has a great restaurant. If you stop there, order the Indian tacos and take some time to go through the museum.
Evans Plunge & the Mammoth Site at Hot Springs are overpriced. There is Cold Brook Reservoir to the north side of the town that is quite beautiful and I believe you can camp there. Hot Springs has a beautiful cemetery (Evergreen) with historic gravestones & a beautiful park called Chautauqua Park.
Unfortunately, some of the unique and beautiful "known to the locals" spots have been "improved" so as to either render them essentially inaccessible or ruined them. There is Fall River Falls and a natural swimming hole at/south of Hot Springs (Cascade Falls) that I would have used to recommend as must see places, as well as Roughlock Falls. These were free, and still are, but not as beautiful as they once were due to interference ("improvements"). Fall River Falls is to difficult to see from their observation point. Toughlock Falls is not as maicured as it once was and that's a shame. There is another beautiful swimming hole just south of Mount Rushmore that is popular with the locals, called Hippie Hole.
https://www.swimmingholes.org/sd.html Just beware, there is lots of poison ivy on the trails.
If you like reptiles, the Reptile Gardens at Rapid City used to be clean and was a good place to visit. I have no idea what it is like now.
The 1880 steam train at Keystone (Black Hills) is still an experience I'd like to have. Red's Chicken House & BBQ in Keystone had good food.
Deadwood has the Days of '76 Museum and Mount Moriah Cemetery where Wild Bill Hickock & Calamity Jane are buried. There is much more to the cemetery than just these two if you like history. The Adams Museum (not the house) was recommended to us to go to, but we went to the Adams House by accident not realizing it was different (skip the house).
Depending on how you enter or are leaving WY, stop to see the Oregon Trail wagon ruts at Guernsey and Register Cliff National Historic site. The two are located close together. Both are free. Lusk has a nice little stagecoach museum.
The Garden of the Gods area by Colorado Springs is a beautiful drive.
The Air Force Academy is located there as well and is an interesting stop. The chapel there is quite beautiful.
I know that I listed a lot, but that gives you options. Have fun!