Hi,
We visited Luxembourg earlier this month and stopped at Camping Bon Accueil it is an ACSI site and if you have the card it is only 12 euro a night. It is very pleasent and clean, and is on the edge of a nice municipal park. And only a 15 minute bus ride to the centre, or a 15 min bike ride on a excellent signposted bike path. We spent a couple of days there and found it ideal for the city. Hope this helps