The DW and I were there a few years back. It is an amazing place. We parked at the far end of the park, down at the bottom. We were there for a week. It was pretty hot. I think we were there the end of June.
Lots of great hiking. Saw something I never thought I would see. While driving around the park, I had to stop on the road because first a pretty big coyote crossed in front of me, followed by a deer. For a minute or so the coyote and deer where doing their thing. The coyote seemed to be testing the deer to see how vulnerable the deer was. It kept charging it and the deer kept fighting back. Then they ran into the woods.
Saw some snakes, rabbits. There may also be some mountain lions, but I did not see any. One morning, right after waking up, I looked out the back of the RV bedroom window and noticed that a pretty big patch of grass had been compressed, as though something big slept there over night. Most likely a big coyote. Hopefully not a mountain lion.
For something really special, bring some night vision goggles and go hiking at night. But, you may want to stay on the trails as the snakes will be out there. You may want to have a knife or something with you, just in case. Just don't get lost out there. It is a big place. The view of the sky on a clear night is just amazing.
They have horse back riding into the canyon. That is pretty cool. They also have a live theater performance with a pretty good show.
All and all, a nice place to relax for a week or two. But, I would recommend going there during the cooler months. Also, don't expect to have cellphone service down there. And if you need gas, you need to drive out of the canyon, about 10 minutes depending where you're camping and then about a 15 minute ride into the town of Canyon TX.
http://www.palodurocanyon.com/