The rule of thumb is to buy a bag rated 10* below the coldest temp you expect as most companies fudge on their ratings. Western Mountaineering bags are accurate though so you can get one rated the same as the coldest temp you expect but add 10* for any other manufacturer.
October in the bighorns is a crapshoot. It can get damn cold though. If you're camping without a stove, I'd definitely go with the 0 degree bag to be on the safe side. You can always unzip it or sleep on top if it ends up being warm.