We love this small state park for its beauty, proximity to I-25 and year round season. We have stayed here a few times in the winter as we traveled south from Wyoming to New Mexico. We've made trips October through April and had no trouble finding an open camping spot upon arrival. In talking to the camp hosts it appears that this park is quite popular spring through fall. You can pay upon arrival (if there is an open spot) via cash or check. You can also book online day of, but make sure you do that before you get to the park since cellular serivce is non-existent once you enter the park. Since it's not a big park the hiking is somewhat limited and other than fishing, there's not much to do. If you are short on time it's worth an hour walking around the old town ruins near the visitor center.
This park has a lot to offer for its size. It has bathrooms, showers and electric/water hookups. There are trails to hike and fishing in the streams and small lakes. Note: the water in the park is fed from a local source and is on a boil water notice. You may want to bring extra drinking water. There's also a visitor center that gives information on the historical coal mining town that was located here. You can hike around the canyon and still see remnants of the town. The town even had local baseball and soccer teams. In the winter off season only the Lake Alice campground is open, which is also the campground that has electric and water hookups. This campground is rather small and you may have trouble getting bigger rigs into some of the spots. The main bathrooms and showers operate on reduced hours during the winter off season. There is no entrance gate and we have arrived late evening without issue. Be sure to keep an eye out for wildlife on the road all the way from I-25 to your site. We have seen mule deer every time we visited and every time of day.
There are two main campgrounds in the park, both are located away from the visitor center and bathrooms / showers. Lake Alice has a mix of electric/water and dry sites while Soda Pocket has only dry sites. Soda Pocket is also closed in the off season. Across from the Lake Alice campground there is a parking lot with overflow camping sites. The roads in the campgrounds are narrow and there are some sharp turns, so you'll want to check satellite view to make sure your rig can fit.
Near the visitor center there is a shower / bathroom building. The bathrooms have flush toilets and the free showers have hot water. The showers have shower curtains and no locking doors. Oddly, these are only open during the day in the off season. The campgrounds have vault toilets, water and a dump station.
There are a few short trails for hiking and interesting remnants of the coal town buildings. Our guess is that most people come during the spring to fall season to fish the small lakes and streams. Since we aren't into fishing we probably would never stay more than a night or two at this park since the activities are limited and there's nothing close by. Those with kids will want to bring a lot of activities with them to keep the kids entertained.
Capulin Volcano National Monument is about 45 minutes away and is worth a half day stop. You can drive to the top of a small volcano and hike the rim and crater. Note: vehicle size is limited on the road to the top. The monument has a good visitor center with lots of displays.
The town of Raton, NM is about 10 minutes from Sugarite Canyon and has the usual small town shops and services.