Wall Drug is another interesting brief stop on I-90. If you are planning to go this summer, you will have to decide whether you want your trip to coincide with rally week at Sturgis. Personally, I think it's worth doing at least once (lots of good people- and bike-watching even for four-wheelers), but dealing with literally thousands of motorcycles does add to driver task load.
I'd also endorse most of Corco's suggestions for the NE-WY-SD tristate area (I can't speak to Crazy Horse from experience, and have only driven through Wind Cave), but you will definitely have to pick and choose. Chadron has a good museum dedicated to the fur trade, and the Badlands are especially striking in the west at sunset. Fort Robinson (where Crazy Horse was shot under suspicious circumstances) is worth a stop, and the portion of US 20 immediately to the west has chalk bluffs and two of Wyoming's extremely low-population towns (Van Tassell and Lost Springs).
If you are looking into maximizing sightseeing opportunity with a loop tour, I'd suggest routing via (NE) Omaha-Grand Island-Alliance-Bayard-Scottsbluff-Fort Robinson-Chadron (SD) Hot Springs-Custer-Mt. Rushmore-Rapid City-Wall-(Badlands NP loop)-Mitchell, with side trips to Wyoming for Devil's Tower etc. held in reserve in case you decide to go during rally week and get more than you bargained for on the narrow roads through Custer State Park, or find the resort atmosphere a little overwhelming. (Custer SP, for example, has literally dozens of white-on-brown signs with the names of various movies that have been filmed there on location.)
Nebraska SR 2 is the main route through the Sand Hills, but if you are a fan of Old Jules, there are some sites dedicated to Mari Sandoz which are just off SR 27 in the Sand Hills proper. SR 2 has the railroad beside it and runs largely through cultivated bottomland, so as you go westward it is actually pretty isolated from the pure Sand Hills vibe until about a hundred miles east of Alliance.
I actually think it would be a struggle just to get out to Devil's Tower in Wyoming, so I wouldn't recommend a detour to the Little Bighorn battlefield, though it is worth a visit. The Pine Ridge reservation is an eye-opener, but not really on your route unless you skip the Corn Palace, draw the loop tight, and go back home via US 20 in Nebraska rather than I-90 in South Dakota. (US 20 is a good choice since it has a speed limit of 65, which is fairly unusual for two-lanes in eastern Nebraska, and there is an interesting deck truss bridge near Valentine.)