The hike was great once we found the trailhead. To find it, take US Highway 160 approximately 9 miles East of Forsyth, MO; then make a left turn onto Cross Timbers road. Follow the road to the bottom of the hill and over a creek until the road ends at an intersection. At that point you should see a small signage post that points right towards the trail. Make a right turn and continue until you see the road split. Make a left (this is Forest Road 566) and continue approximately 1.5 miles until the road ends at the trailhead. Fair warning, the trail is not marked Coy Bald Trail; however a trail exists. Make sure to register at the entrance before departing! Oh, and the trail is a loop, so stay to right and it will take you all the way around the hillside and back.
Great hike. It has lots of rock formations to check out. We went at a dry time so didn't get to see the water fall but it was still very cool. You have to register yourself in and out and a lot of the literature said it was easy to get lost but we stuck to the main trail and it was very easy to navigate.