Technically, myriad with no "of" is more concise, and, I believe, the preferred usage. However, both ways of using
"myriad" are seen in print.
Fiske Word Power by Edward B. Fiske gives these two sentences on p.190:
Nothing can make an individual feel so small as to contemplate the myriad stars in the sky and to reflect on the distance the light has traveled to reach us.
Even people unfamiliar with much poetry may know William Wordsworth's poem about his delight after he "wandered lonely as a cloud," in coming upon a myriad of daffodils dancing in the breeze.
I have seen myriad examples of "myriad" used without "of", and to me it sounds better.
I think in the current usage, it comes down to what sounds better to your ear.
Dictionary.com used this as "word of the day" April 7, 2001.
Three of the four example sentences omitted the "of".
In "Woe Is I",
grammarian Patricia O'Conner writes,
"Avoid 'myriads' or 'a myriad of'."
I follow her advice.