I may not be of any value to you, but I did the Amtrak Yellowstone Park trip in May/June last year. Mine however was an unescorted tour, although Amtrak made all the arrangements, trains, tours, accomodation etc. From my perspective it was good value, as the hotelsand provided meals were all very good.
There was enough free time for me in SF, Denver and Yellowstone to explore,plus Bay boat tour and SF bus tour, bus to Pikes Peak Cog Railroad and the tour of Yellowstone. Unescorted one obviously has to find one's way to various starting points, but these are all explained in the Amtrak tour folder you receive prior to going. I wouldn't hesitate to recommend Amtrak tours, I'm off to Niagara Falls in May this year on another one.
Escorted possibly means more organisation in where to be, where you're going etc, and less chance of "unsureness" plus maybe the peace of mind gained by travelling in a group with an experienced guide.
