This log covers my hike of the Canyon Rim Trail to Mesa Trail to Mesa Spur and then back on Wild Horse Trail. The hike was scenic, especially along the canyon rim, but it was hot (101 degrees F) and I was pestered with lots of burrs/stickers. I do not recommend hiking this trail in short pants and gaiters would be helpful with the burrs/stickers.
Caprock Canyons State Park is one of the few places you can see bison. There is an area near the trailhead with a lot of prairie dogs, too. The park is also famous for its gypsum crystal deposits.
Best to hike this park in the Spring or Fall. It gets very hot in the Summer and cold in the Winter.