Bears or Bucks???

I drew my first out of state tag for mule deer this year! Only problem, I have never been to Wyoming or Montana and had no idea where to start or where to apply. I settled on region general F in WY. We are going to stay in Cooke City Mt. just across the border from our hunt area ( just outside of Yellowstone). While puoring over maps I realized just how rugged the terrain is. Oh Crap! And to make matters worse everyone I have talked to in Cooke City says the same thing, bring your pepper spray the bears are everywhere! I'm not really worried about the bears but no one mentioned anything about deer. I am planning to hunt areas around hwy 212 ( beartooth highway ) and was wondering if I am just going on a wild goose chase or if there are actually some deer in that part of the state. [-o< I am not asking anyone for honey holes just wondering if I have any chance of sucess up there on the top of the world?
Any comments would be greatly appreciated! I am taking my dad on his first out of state hunt as well and I can only hope we don't drive all that way and not even see any game. Starting to stress a little if ya can't tell lol.
Thanks:
(???) Rich