We agree with most of the campers above - forget late arrivals on holiday weekends/
But, we've been camping all over the country in national parks, state parks, and COE basically for years and years. Never once made a reservation, so it can be done. We're small 4x4 and truck camper, so fit where some others might not, which helps.
Sometimes we boondock for a night, but we arrive early when check-outs are leaving, and generally find a spot. We sometimes have to retreat into the national forests for a night or two if we hit a busy national park or a state park, but people come and go every day, so remain flexible, don't wait until 4PM and think you'll get a site in a busy area - you won't. But early, you can.
