Not sure how far south you intend to go in the Rockies, but there are many, many free places to camp on U.S. Forest Service and Bureau of Land Management land in Montana, Wyoming, Utah, Colorado, and New Mexico. While there are many organized, fee campgrounds in both, there are a lot more boondocking locations where you can camp anywhere so long as there is no signage prohibiting it.
Cheers,
Dan K.