The state parks do have some first come/ first served sites. Finding sites Sun. night through Thursday night not a problem. Calling ahead for weekend sites works.
We just got back from UP and Wisconsin on Monday. We got reservations in nice harbor parks for weekend with 3 day lead time and no charge for the reservation, or money asked for. Paid for site after arrival.
It helps to get to parks by early afternoon. People who wait unit night before stopping get what they deserve; poor sites or nothing.
If you cannot get somewhere before late in the day a reservation would be advised. However; in the last 10 day trip I did see a few sites still available at all parks we stayed in.