Depending on the pressure and the weather, the critters can be anywhere from the Waterpocket Fold clear up and across the desert to the top of Pinnell. The key is to glass your glass off. And watch those cedars on the foothill hard. It is amazing how well a herd of bison can disappear in a small grove of cedars.
You might hear of rumors of them on the north side of the Henry's but I would concentrate on the west side only.
If it's not far, it's boring.