We were there late Sept last year, Madison had opening if you showed up in the mornings. Not the greatest of CG's but not bad and a very good location. Definitly not parking lot style. Canyon was okay too. Most of the smaller first come first served ones we looked at were too limited for sites that would fit us and the TA. Both were pretty crowded as you'd expect, got pretty smoky too.
In the Tetons, roughly early Oct when a good half of the CG was shutdown, we stayed at Gros Ventre. Nice campground till early in the morning when the tour vans pull in. If you are lucky enough to have a moose come through, so to come the hoards of vans and such. They had no qualms about walking through your site, or standing around in it, at 6am or some such. Other then that it was nice, in a nice area too. After a couple days we found Atherton Creek campground not far from Gros Ventre, much more to our liking, very quiet and secluded. You have to drive a bit to get to it, maybe 15 minutes. It's first come first served, arrive early to get a good site although it never got close to filling. We left the camper at Gros Ventre and drove down early and grabbed a great site overlooking the lake. Then went back and checked out early from GV.
Taken out the back window at GV, before everyone showed up.
Atherton, could have stayed here till it snowed.
From the road between Gros Ventre and Atherton