Depends on whether you are comfortable going over mountain passes. If so consider going towards southern Colorado (Walsenburg), over La Veta pass then eventually to northern NM and thence west over four corners, Monument Valley (UT25), south over the Grand Canyon (get the map) then to Henderson.
Of course you can skirt most of the mountains by going towards Las Vegas NM then skirt those hills and head west to Las Vegas, NV.
Lots of options. Do get some instruction/advice on high altitude operations, engine leaning, etc.