That seems likely. Let's lay it out (loosely) by order, yeah? The below is my understanding of how common feathers (in their widest definition) were.
Sauropodomorpha: Little to none. We have no skin impressions showing filaments of any kind, and there's reason to suspect that even if they were basally feathered, they lost it secondarily.
Theropoda: Lots. Coelurosauria (contains tyrannosaurs, ornithomomisaurs, theirizinosaurs and paravians) were likely almost all extensively feathered. Allosauroids, ceratosaurs etc. may not have had any, or only smaller forms may have had filaments. Advanced ferathers are unlikely outside Coelurosauria.
Thyreophora: No. Stegosaurs and ankylosaurs appear to have been scaly, extremely so in the latter case.
Ornithopoda: Actually might have had some. While we have extensive skin impressions from late, large forms showing scaly skin, smaller forms have shown filaments. So maybe so, maybe no.
Marginocephalia: Some evidence within Ceratopsia, but also conclusive evidence that some forms had no filaments. Pachycephalosauria does not have conclusive material on the subject.
Heterodontosauria: Probably not, but we don't know.