Density functional theory (DFT) has gained popularity, because it can frequently give accurate energies and geometries. Because evaluating DFT integrals fully analytically is usually impossible, most implementations use numerical quadrature over grid points, which can lead to numerical instabilities. To avoid these instabilities, the Almlof-Zheng (AZ) grid-free approach was developed. This approach involves application of the resolution of the identity (RI) to evaluate the integrals. The focus of the current work is on the implementation of the AZ approach into the electronic structure code GAMESS, and on the convergence of the resolution of the identity with respect to basis set in the grid-free approach. Both single point energies and gradients are calculated for a variety of functionals and molecules. Conventional atomic basis sets are found to be inadequate for fitting the RI, particularly for gradient corrected functionals. Further work on developing auxiliary basis set approaches is warranted.