It depends upon how long you plan to stay there, how important it is that you stay at that specific location and the time of year.
Holiday weekends or popular events require a good deal of pre-planning. If you want to be at the Presidential campground for the Albuquerque Balloon Fiesta you need to plan 1 year ahead. If you just want to attend the Fiesta and don't care where you stay you can likely wing it or make a reservation somewhere nearby a month or 2 in advance. The longer you want to stay and the more important that stay is will determine how far out to plan. We very, very rarely make reservations and if we do it's usually only a few days in advance. I use the Balloon Fiesta as an example as I have done it all. We first made "on-grounds" reservations a couple of weeks out, we made reservations for the Presidential 1 year out, the very first day they accepted reservations and 3 times now we have had no reservations and dry camped at the local casino for free. You just need to consider your plans and how other campers plans might affect your plans.