Camping is great and pretty cheap but do get reservations. But if you wanna be on the cheap, the BLM road is just West of the Entrance on the West side (coming from Oakely). If you come from Almo, drive all the way through the park and turn Right just outside on the west side. You can get water in the park either way.
Highly recommend Tribal Boundaries in the City and Shock and Awe at Castle Rocks. Both easy 10 sport climbs. And Fred Rasmussen, a sweet 5.8 crack. Rock!!