Great hiking and views from your campsite!
While the sites at Lost Dutchman State Park are quite close together, the views and hiking trails are awesome! We camped in a campervan here (site 106) and it was perfect. We were in the 'rustic' loop, which consisted of sites without water or electric, and we could see Flatiron Mountain from our campsite.
My only complaint with the site is that it was quite a long walk to the restroom! Tent campers may not be able to find a suitable spot to pitch as the sites are small, but if you can get a site between 33 and 40, you should have room to pitch a tent. There are also hiker/biker campsites that require a short walk. These have amazing views, as do the cabins.
We would definitely stay here again - maybe in early March so we can see the wildflowers blooming!