Near the Big Horn Canyon National Recreation area, Dryhead agates were once mined commercially.  Float agates were discovered in the area first, and then the source was found where the mine was located.  I assume you may still be able to find float agates in the area.

I hate to leave general directions but I guess this is common with some agate locations.  Maybe a good prospector will share some tips below about finding agates here.  Here was one website that has some background on this agate:

http://www.theagateworks.com/dryheadagate.htm