The best bet is to stay in Sidney, NE. at Cabela's CG on the grounds of the store.
Nice grassy sites, full-hookup, restaurants across the street, and you can spend money in Cabela's. They have a modest charge but also have FREE overnighting in a different area. We have stayed there many times and have always been happy.
We stayed at the KOA in Cheyenne once and that was one time too many!! It is sandwiched between I-80 and railroad tracks so you will not get any quiet sleep!! Between the train whistles and rumbles and the 18 wheelers, it was terrible.
We had called them for a full hookup res and told them we would be there in an hour. When we got there, they said they didn't have anything left but an electric only site. Since it was raining, blowing, and 7:00 pm, we took it. That was my last KOA experience!!