That's right: Cheyenne Mountain and Rifle Gap state parks. It is hard to get reservations at Cheyenne Mountain. We sometimes have to take a Tuesday-Thursday or even a two day mid week to get in. But it's worth it.
We stayed at Rifle Gap State Park in August on our way home from Banff, Canada--in site # 12 for the second time.
You can add Mueller State Park on the "other side" of Pike's Peak from Colorado Springs to the state park list.