I really think the first place I recommend for visitors to Pullman is Ferdinand's. It may not look like much and people may wonder why a shop that sells ice cream and cheese is first on the list. Ferdinand's is more than just dairy products - it's a local legend. WSU started as an agricultural college so it was not unexpected for the school to begin research on dairy cows. The Creamery opened in 1907 and provided milk for all of the college with the surplus sold to the community. However, it was mearly contracted by the school. In the 1940's the university (or was it still a college - not sure) officially took over the Creamery and Ferdinand's was born. Also during this time, WSU took up the challenge to find a way to create cheese in tin containers. For whatever reason, the US government thought it would be a great way to store cheese. This was the birth of Cougar Gold - Ferdinand's most famous cheese which is a sharp white cheddar. The Creamery continued to supply milk and eventually ice cream but they found that the surplus was still there. So more cheese was made. In the 1970's the creamery stopped supplying milk and concentrated solely on ice cream and cheese. In 1992, Ferdinand's settled into it's current location behind the Food Science building.
Now before you think Ferdinand's is just a place for a snack, remember this is a college campus. When you enter the building, head to the left and up the small stair case to get an unexpected treat. A room at the top of the stairs is surrounded by glass on two sides and over looks the "factory". Here you can watch students make the treat of the day.

The guys in the forefront are preparing tubes for cheese while others are filling boxes with finished ice cream product.
Now if that wasn't enough there are short videos on how the products are made and quite often free samples.
Head back downstairs to try more samples and get your cheese and ice cream. The prices are reasonable (even though the cheese looks really pricey - you'll faint buying it at the grocery store). One tip - look for cheese end cuts. It's the same great cheese but at a lower price and it's in several disks instead of one big can sized piece.