The Trading Post is the best place to shop on the Wind River Reservation! They have everything from jewelry to authentic Indian crafts to t-shirts. I bought my toddler a drum made of leather and rawhide from here. (Not only was it a unique, one of a kind gift but the best part is that he can thump it and it makes just enough noise to make him happy and is quiet enough to protect my eardrums.)
The Trading Post also is home to a museum that you can tour for free with beautiful Indian artifacts. Its worth the stop – especially since it is on the way to the Sacajewea Cemetary.