Do you have a destination in mind? Phoenix, Tucson, ????? Mostly the answer is no, if you get there early enough. High Season is right after the holidays, to about March 1. That's a general time frame. If you want to go to a particular CG with lot of amenities it might be suggested to make a reservation. If you just want to wing it, almost all parks have sites for overnighters or short stays and you won't need reservations for them, IF you get there early enough in the day, say by 2-3 o'clock.. If you like where you are, and want to stay longer, ask for a weekly or monthly rate and/or site. They can almost always accomodate you, or will tell you no can do. But there are lots and lots of RV parks in and around all the major cities that you should not have any problem what so ever.
In over 10 years of full timing, mostly in AZ, we never made reservations, unless we were spending some time at a particular park. Then we had seasonal sites, because we went back on a yearly basis. But on our short trips away from the park, we always managed to find a site without reservations. Daisy
P.S. We hate making reservations because we don't always know where we'll be when..... Never have had a problem.