IT WAS nearly 4 p.m. on Dec. 21, the shortest day of the year, and one of the most magical on the calendar. Just inside Yellowstone National Park, we parked and walked half a mile past grazing elk to a spot marked by steam clouds above the Gardiner River. In 20-degree weather, we changed to bathing suits and plunged into the mists along the bank where torrents of hot water gush out of the rocks and spill into the cold eddies below.

This is Hot Pot, as it is known locally, a natural hot tub and Jacuzzi, technically mineral water--8,000 gallons a minute, up to 140 degrees at a 5,500-foot elevation. We had come down from Bozeman, an hour and a half away, to do some exploring during a dry spell in the season. Western skiing includes such diversions, since there is an abundance of hot springs or pools, many of them converted to commercial establishments near ski slopes.

A person can stay for hours in these places, cleansing mind and matter under sun or stars. The Yellowstone Hot Pot is free, under protection of National Park Service rangers. It reportedly is a wild scene during the full moon, when crowds can be discouraging in more ways than one. Refreshments are what you bring to float along in the current. We found an orphan beer cooling on a rock.

Montana speaks of itself and its 27 ski areas--at least six of them near transportation centers--as "one of America's best-kept secrets." It might as well be true, too, of its hot spring resorts. Each is different and enticing in its own way. At least one, Camas Hot Springs, in Hot Springs, is owned and operated by the Flathead Indian Tribes.

It's said that Sleeping Child, a hot springs resort at Bitterroot National Forest, got its name when Chief Joseph of the Nez Perce tribe was in retreat from the governmentcavalry. Needing to hide out unencumbered by babies, the women built a dam on the site, forming a pool where infants propped up in their papoose boards above the water could be left temporarily. Returning later, they are supposed to have found the children sleeping soundly and unharmed.

I'm a cross-country buff, partial to undulating terrain and the relatively cheaper prices of the sport. For someone interested in good food and drink, in esthetics as well as athletics, I would send them to Chico Hot Springs, a cozy (but far from formal) resort in Pray, between the town of Livingston and the Gardiner entrance to Yellowstone. Major airlines serve Bozeman's airport, an hour away.

Founded in the 1880s, Chico Hot Springs now is run by a former New Yorker who had the good sense to upgrade the mineral springs and import a real chef (an investor). Guests might use what snow there is around the lodge for cross-country, then slip into the pool, and later try the Chico Saloon before ordering top-notch "barbecued bones" (spare ribs) or lemon veal preceded by escargot.

Other entertainment in this rustic old inn (there is no more apt description), a set of green and white buildings, includes a grand piano, a single video game, and reading by a woodburning stove where guests' wet boots are warmed. Guests can swim all night at their own risk (a $2 charge for others) or rent hot tubs under the stars. "Management reserves the right to refuse service to anyone not in a good mood," reads a sign at the reception desk.

Another of Chico's attractions is its reputation as the Elaine's of Paradise Valley, an enclave that is home to actors, artists and writers--Peter Fonda, Tom McGuane, Russell Chatham, Richard Brautigan among them--who drop by occasionally to eat and imbibe, though Chico hardly offers the conspicuous presumption of that Eastern watering hole.

Single rooms begin at $20 (bath in the hall), and a chalet that sleeps 10 goes for $110 a night. Accommodations are simple, but the view of pine forests in every direction is decor enough. Ski equipment is available for rental on the premises.

Four hours from Bozeman by car (30 minutes by plane) is Missoula, another jumping-off place for hot springs. Thirty-five miles out of Missoula on U.S. 12, off U.S. 93, is Lolo Pass with its multiple cross-country trails. Boulders add charm to the construction of the natural mineral water pool. A half mile away is the old hotel, where double rooms rent for $35.

One hour farther south is Lost Trail, on the pass into Idaho leading to Sun Valley. Better equipped than Lolo for serious skiers, it offers cabins with cooking facilities for groups or families, starting at $30 a night. Along with the pool, there is an indoor sauna and a communal whirlpool spa. It isn't necessary to know anyone's name to hole up like a hibernating bear toread, hike and soak (free and open at all hours to guests). Bring your own groceries or spend $20 a day (double occupancy) for meals in the lodge.

Far different, of course, are resorts such as Fairmont Hot Springs, just off Interstate 90 between Anaconda and Butte. It has accommodations for 190, four hot pools of mineral water and plenty of organized gaiety (beginning at $44 a day).

Westerners generally are open and helpful, especially in winter when driving may be difficult, so it is no problem asking directions or getting aid. Road signs are not plastered over the highways, frustrating perhaps for tourists but the view is nicer. Finding one's way from one hot spot to another is relatively easy with maps in hand. The U.S. Forest Service, scanning for fires with infrared cameras from airplanes, used to have trouble confusing smoke with geothermal steam, but in the process of sorting them out charted a host of previously unknown springs.

In Montana, the good life consists in doing more with less. The reception for television at higher elevations generally is poor and movies and discos are far away. Better to drift through mists at evening with the stars poking out between mountain peaks and the smell of pine and sage in the air.