A-B Camping is a good place. We have stayed there many times. It is near I-25 but you can also take College Road if going west on I-80. Might actually be faster to go on to I-25 south and then go back east to the park but that is a little bit funky intersection so don't try to rush through it or you might get confused where your lane goes as you turn. Just follow the signs.
They sell good Bar B Que and will deliver it to your camper at the time you requested. Nice after a day of travel.
There is a KOA on the east end that is okay (all gravel) but expensive, of course. Also there is a big park on I-25 south of Cheyenne a few miles. Never stayed there.
Only stay at Restway Travel Park if nothing else is available as it is pretty bad.
I can't remember exactly when Frontier Days is but you can't stay in Cheyenne or anywhere close without reservations made well in advance. July sometime.
N. Brevard County, Florida
2010 Lexington 255 GTS
2000 Jeep Cherokee Toad