I have found most of the lodging in Grenville, SD has some of those most reasonably priced lodging. It's not going to be the nicest place, most of the lodging there is just old homes converted to accommodate fisherman and hunters.
If you are looking for nicer lodging Webster is probably the place to go. We have always found Boomers Hotel to have some decent pricing and its a really nice place to stay with plenty of room to park a trailer.