I biked in from Hot Sulphur Springs. Online it advertises First Come First Serve sites. I did not see any of these. Ended up befriending a couple who let me set up my tent on the back end of their site for the night. The mosquitos were outrageous. From talking to the locals in Steamboat Springs the next day it sounds like this season is unusually rainy, so the mosquito issue could just be weather/ time of the year dependent.
TL; DR Bring bug spray