Cities? Bah!
If it's you're first time to ever come to America, I'd suggest coming into Dallas, Texas and renting a car there. Then drive west on Highway 380. That will take you all the way to Roswell, New Mexico where you can get your fix of 40-year-old alien conspiracy theories. Head west some more and then go north on Interstate 25. That will take you to Albuquerque, New Mexico. It's a nice enough town, but not a lot there of interest [alternately, you can drive south to Carlsbad, New Mexico and see Carlsbad Caverns, which is one of the most amazing caves in the world]. Head west on Interstate 40 until you get to Flagstaff, Arizona. That puts you close enough to Monument Valley and the Grand Canyon that you can go to each one during a day and then drive back to Flagstaff. You're also not too far from the Rocky Mountains. I'd suggest making your way north-east to Colorado Springs where you can drive up Pike's Peak and attempt entry into the NORAD compound.
And there you go!