We found Headwaters SP to be a very neat special place with lots to see and the small town of Three Forks very friendly and had every thing needed. Went back there again and enjoyed it even more. As said, not a lot of CG choices right in the local Headwaters area but how many does one need anyway. Even got our oil changed in our diesel truck at Three Forks.
There's a very nice large CG we also stayed at on the east side of US-287 going south from Three Forks between Ennis Lake and the town of Ennis. At Ennis you can take State Road 287 (good road) off US-287 going west to Virginia City and Nevada City and the restored/preserved ghosttown. Very interesting! There's also a CG (KOA) west of Nevada City on SR 287 at the little town of Alder.
We took 6-1/2 weeks one summer and followed each of the 3 rivers (Madison, Jefferson, and Gallatin) from their sources to where they join to become the Missouri at Three Forks and then followed the Missouri all the way to where it joins the Mississippi a little north of St. Louis on the closest road we could find for each river. What a fun trip!