There's also the 1880 Train which is an old steam train that runs between Keystone and Hill City and then back if you want. Costs $27 one-way or $32 round trip. Note: someone will need to pick you up at the other end for the one-way ride which is about 12 miles away from the start by road.

Note: The Sturgis Bike Rally is Aug. 6th-15th. The Black Hills will be inundated with riders starting this coming weekend through the end of the rally. Hotels get booked solid, restaurants are full, etc. I personally would avoid the Black Hills until a few days after the rally ends. The vast majority of riders are good people and I have no problem being around any of them but the Black Hills get very crowded before, after, and during the rally...