Sleep in a converted railway caboose without having to share it with hobos at the Iron Horse Inn Bed and Breakfast (526 Marie Ave., 509/674-5939 or 800/228-9246, www.ironhorseinnbb.com , $80–145 s or d). The main building here was built in 1909 by the Chicago, Milwaukee, Pacific, and St. Paul Railroads to house railroad workers. The 10 rooms are all photo- and memorabilia-rich lessons in railroad history. And comfortable, too! A hot tub on the deck makes a nice place to relax. Some rooms have private baths; others share. The four cabooses are beautifully appointed and all have private baths. Iron Horse State Park Trail is just a few feet from here, making this a great place for cross-country skiers or cyclists. Two-night minimum on holiday weekends.
Adventursome cowpokes will find something more their speed at Flying Horseshoe Ranch (3190 Red Bridge Rd., 509/674-2366, www.flyinghorseshoeranch.com ), a sprawling property that is like summer camp for families. There’s just about every kind of rustic lodging under the sun (and snow) available: teepees ($90 for 4), platform tents ($90 d), sleeping bunkhouses ($100 for 8), and better-appointed wrangler cabins ($115 for 4) all with two shared shower houses and cookhouses for cookin’ and cleanin’. There’s also two private cabins, one larger one with kitchen and bath ($270 for 6) and a smaller honeymooner cabin ($165 d) with just a private bath. The grounds include a stable where you can ride horses, a playfield and ball house with tons of outdoors equipment free for use, and an outdoor pool.
Closer into town, Cle Elum  has a spate of cheap hotels good for those just passing through town along I-90. One of the cleanest and most affordable is Aster Inn (521 E. 1st St., 509/674-2551, www.asterinn.com , $55–85 s or d), a quaint little rambler of a motel with individual rooms all decorated uniquely, from Western to floral. Some rooms have kitchenettes, others Jacuzzi tubs.
And out in Roslyn , just a block from downtown on a small hill, Huckleberry House (301 W. Pennsylvania, 509/649-2900, www.huckleberryhouse.com , $125 d) has four lovely rooms decorated with antiques in this beautifully restored early 1900s-era house.