I have been camping many times actually. Never camped way out east but there are several unofficial camp sites I have been to in the rocky mountains. Last time I was camping, I was at cherry creek. the first state created camp site I have been to.
I find it much colder at the official ones. Also, I think the wild camping is a little more exciting cause there's the thrill of danger from like...some kind of wild animal nomming all your food...or you. Then there's other thrilling things that are not the thrill of danger. The night sky looks so much better too.