I much prefer to stay in the park as there is nothing quite like being 'there' and it saves on drive times in and out. You do pay above the going rate because of the location but for me it's worth it. Plus you do pay a bit more in the nearby towns anyway. On a recent trip we stayed in a cabin at Canyon which was basic and small but clean and cosy, and also a room in Grant village which was not big, but very well maintained and nicely furnished. I would expect the other lodgings to offer similar conditions. Our trip report which includes Yellowstone and the Tetons can be found in the roadtrip field report section.