Great Sand Dunes, camp in the park CG overnight to see the dunes early in the morning. Black Canyon of the Gunnison, the north side is much better than the south. There is a CG there as well. Of course there is Mesa Verde. Make tour reservations online before you get there they fill up rapidly.
We spent a week camping in Cortez. There are a lot of smaller parks in the area: Canyon of the Ancients, Hovenweep, Grand Gulch, Natural Bridges (has a CG), Goosenecks SP (has a CG), Valley of the Gods(boondocking OK) and of course the highly commercialized Monument Valley (actually in AZ). And don't missing going up or down Moki Dugway.
Escalante UT has a lot of slot canyons to explore. And there are many UT state parks. I'd do CO first since the snow may fly there first.