Snow Train
I highly recommend making this trip. I did it with 2 other guys about 7 years ago and loved it. We trailered to Sault Ste. Marie, ON, spent the night there on a Saturday and caught the 8:00 train Sunday Morning. It was a blast.
We took the train to Hearst, which is the end of the line. We stayed at the Companion Motel in Hearst, which is right near the train. It is a rather long trip (about 8 hrs, I think). The scenery is beautiful and the whole train experience was cool. The cars are probably 50's vintage and the train will stop anywhere on the route if you ask them to. You'll want to verify that they will have refreshments on the train. They didn't on our Sunday trip and we had to do some bartering with ice fishermen and others for some beverages, which made the trip even better. Better to plan on bringing your own lunch and refreshments.
We rode from Hearst on Monday to Hornepayne, (staying at the Centre Inn, which I heard may have closed-you'll need to check that. I believe it was the only lodging in Hornepayne at the time.), Tuesday to Marathon (can't remember lodging), Wednesday to Wawa, (stayed at the Wawa Motor Inn). Thursday to Halfway Haven:
http://www.halfwayhaven.com/index.html
which is halfway between Wawa and Sault Ste. Marie. I loved the Halfway Haven. It's very rustic, reminding me of Alaska. The gas prices will shock you, but you have to remember that it is 70 miles from any type of town or gas station. The owners are very friendly and there is some great logging road riding all around there. We arived early in the afternoon and got to sample some great powder riding in this area.
We then rode to the Soo where we stayed at the Catalina Motel before heading home to the Chicago area.
You can make many other loop type trips back to the Soo. This is just the one we took. The trails were phenomenal and the snow was plentiful. We did the trip in early March. It is easy to ride 200 miles in a day on the Ontario trails.
You do not need a guide. Just plan out the route you want to take and make your lodging reservations and plan you gas stops well in advance. There can be some long distances between available gas.
Good luck. I plan to do it again some day.