I was just out there this past wkend..    rode in the painted canyon right off I 94.  You can go to the visitors center and unload there and then ride on a trail that heads east of the visitor center and then it takes you down into the canyon.   In there you will encounter cow paths/trails that go into ruts.. between rocks ect..  will cross creeks, stepping up and down off  rock, dirt.  Pretty much have to stay in the cow path, otherwise it is pretty rough terrian..  real neat area to ride in.   

We stayed at the Bar x ranch which is about a 1 or so south of medora riding wise.  Driving wise it is about 10 miles..   Reasonably priced place to stay at.  Don't expect much of a facility thou...   nothing fancy..  the may dah hey trail goes thru there, so you can get on there and ride it.  From what I have heard alot of the trails you ride on it a ways and then you turn around and come back.    There is a trail that goes to town where you cross the little missouri river 3 times and in one place right on the west side of Medora you cross thru mud and go under rr track bridge and the hwy bridge.  Trains come over the bridge every 15 min or so..can be alot for a horse to take in right there...  when i was there the river was about knee deep or so... the bar x ranch has a double wide trailer, little cabin/shanties that you can rent to stay in, also have camp area for trailers with hook ups and shower houses..  Some corral panels are available to put horses in.

If you want a relaxing ride, I suggest bringing a horse that is experienced, dependable, one that you trust, otherwise it can be alot for a young, green, inexperienced horse to take in.

Thanks nbdeb  I was planning on going the first week of August,  I am not into scorching hot riding so plans could change.  I am going with a group on a ride up in Alberta, after Alberta they are going on a group ride in WY and I was thinking of going someplace different by myself on my way home.  I have a 12 yr old very experienced walker she did Harney Peak last summer and Big Horn week riding  like a pro.  Have you stayed anyplace other than the Bar X  I have been looking into the places around Medora and Bar X is the type of place I am looking for, I have camper in my trailer  a shower house is a plus. 

As I look at infor.. the Buffalo gap ranch looks like a nicer facility for the same cost... It is further away from Medora then the Bar x. 

A few of the times I've been out there, I've stayed at Buffalo Gap Guest Ranch.  http://www.buffalogapguestranch.com/  It has a restaurant, motel rooms, hookups for campers, horse stalls, etc.  It is on the Buffalo Gap Trail, which connects to the Maah Daah Hey both north and south of Theodore Roosevelt National Park.  http://www.mdhta.com/  It is a pretty good day ride to the park in either direction, so if you aren't packing overnight, don't plan on riding much IN the park from Buffalo Gap.  When we've stayed there, on the days we want to ride in the park, we trailer into the park, or to the Painted Canyon Overlook, as nd deb suggested.

Watch the weather and your surroundings.  The clay ground becomes quite slippery when it gets wet, like after an afternoon thunderstorm.

We've been to both Little Missouri State Park and the Buffalo Gap Ranch.  I highly recommend both places. 

The Little Missouri State Park campground has some of the best facilities for camping with horses.  They have corrals for the horses, shelter areas, full-hookups for campers.  Camp hosts are very helpful, if they have a day off, they may take you for a guided tour through the trails.  There is also a saddle club that has their bunk house located at the park, they will also supply guided trail rides.  I would definitely go back.  Trails maps have the trails color coded to show trails graded from easy to difficult.  This place is a 'must' place to ride.

Last fall we were going to stay at the BarX, we even made reservations, or so we thought, once we arrived, no one was their to tell us where to setup.  The place looked like people just setup anywhere.  You have to run extension cords to electrical hookups, if there are any available.  The corrals were very dirty; people didn't seem to clean up after themselves.  We looked for a place and started to setup when this guy shows up and tells us the spot we were using was 'reserved' for someone.  I asked it was possibly us, he said we never had reservations, that he knew of, turns out this was the owner we were talking to.  NOT VERY IMPRESSED!

We called the Buffalo Gap Ranch to see if they had room and the said “No problem, come on over and we’ll take care of you”.  They were true to their word, what a great place to stay.  You can ride the Buffalo Gap trail from the ranch and it’s true that you can’t ride all the way to the park in less than a day, but the owner “Olie” has a couple of 5^th wheel trailers that you can use, this made for a great vacation.  We used the trailer for 4 days.  One trailer held 5 horses the other 7 horses.  I can’t wait to go back and stay at “Olie's” place.

Trails are marked, yet you stil get that remote wilderness feeling.  We rode for hours without seeing anyone.  Everything from water crossings to canyons, rock formations, and cliffs with scenic overlooks.  Trails may be narrow and occasionally steep, but I never felt overwhelmed.  We also were warned to stay off the slippery clay when wet.