I can definitely recommend Colorado.
If anything, you gotta at least take I-70 from Denver to Grand Junction. Into the mountains on the east side, and straight through em out the other side on the west.
Awesome drive, straight through the heart of the Rocky Mountains.
I second this. Utah's a great place too. Utah is more of a place that has to be investigated intimately to be truly appreciated though. Nonetheless, you can pass through Capitol Reef, Bryce Canyon, and Zion in one route, and they all have good stuff that you can just stop along the way and look at. They aren't far from Las Vegas and the Grand Canyon either.
Not to mention Zion is going to be featured in the next New Vegas DLC and it would be cool to see it first hand.