If you're looking for a little workout and a view of all of Helena, Mount Helena is the way to go. Plus, it's right next to plenty of food, coffee, and beer downtown.
Last Chance Gulch is the main part of Helena's "downtown." Full of coffee shops, bookstores, and restaurants, it leads to a fun walking mall and a nice park. Check out the nearby Farmer's Market Saturday morning before the wedding.
Known as "The Upside of Downtown," The Great Northern is a fun place to go for the carousel, yummy crepes, movies, and more. It's also connected to the Centennial Walking trail.
Built in 1889, the Capitol building is absolutely beautiful. There are options for guided tours, but is also worth checking out on your own.
The Cathedral of St. Helena is a great option if you are looking for a church on Sunday, or if you just want to see some incredible architecture. It's located in downtown Helena and is easily accessible.
The Last Chance Tour Train takes you all throughout the downtown and surrounding areas. There is a tour guide driving the train who explains the interesting history of the town. It's a great option if you're really interested in history.