If you're heading through the Rockies of Colorado, check out Black Canyon of the Gunnison. Not as popular as the Grand Canyon, since it's not the 'biggest', but offers much more in the way of beauty. It's not too far from Mesa Verde, which is also an interesting trip.
If you like the four-wheeling experience, a trip up to the Great Sand Dunes via the eastern side of the Modano pass is quite an experience. Get yourself one of those disc shaped sleds and try some kind of silicon spray on the bottom if you tour the dunes. All the good camp sites are back in the pass, where the average tourist can't get to, so a high-clearance 4-wheel drive vehicle is preferable.
And if you get up by Colorado Springs, check out the Garden of the Gods, then drive up Rampart Range Road to the Rampart Reservoir, then stop by the Green Mountain Falls hiking trail on your way back down the Ute pass. It's short, but great photo backdrops with the two waterfalls that give Green Mountain Falls its name.
If you're really into physical exertion, the Barr Trail up Pikes Peak is a great hike. You usually catch the train back down, or have someone meet you at the top to drive you back down. The train and road both take different routes than the hiking trail up, so, either way, you get to see at least two sides of the mountain.
And, if you're coming out at the end of the spring, when the water's really running, yee haw! - you have to try one of the rafting trips down the Ark thru the Royal Gorge in the South or down the Colorado if you pass through further North.