There must be at least a half dozen completely different routes you could take between those two points. So, help us out by indicating a few places you definitely want to see on your trip.
First, where have you been in the past and what do you like to see and do? Are you interested in scenery photography, fishing/boating, Western history, Anasazi pueblos? Have you been to Grand Teton NP, Yellowstone NP, and the Buffalo Bill museum complex in Cody? Would you like to follow the original Oregon Trail and see forts and fur-trading posts? Have you been to Mesa Verde NP, Chimney Rock NM, Great Sand Dunes NP, and Rocky Mountain NP?
All of these interests/experiences are possible between your two endpoints, but you can't see/do them all on one route. But you probably could if you are making a round-trip from Arizona.