It's the "other unit" of Canyonlands, but the Great Gallery (AKA Horseshoe Canyon) is really beautiful, and I believe you can camp in the parking lot (or elsewhere on BLM/Parks Service land). It's mostly unimproved, er "primitive" camping, but you should be fine. You'd take a dirt road into the trailhead, but it's a dandy-quality road (unless it's wet -- if so, wait for the road to dry, as they turn to goop) and we've driven all over it in a 2WD Euro-Van. There are a number of pretty hikes around there, including Moonshine Wash: do a search on "Robber's Roost" and see if anything looks appealing.