What you are asking about is known as a Grand Circle tour, and there are a number of variations. Utah tourism suggests circle tours
here. Here is another
Grand Circle tour that concentrates on National Parks.
If you are renting from Las Vegas, chances are your rental company also has tour recommendations, maybe even detailed plans for tours of different durations. Ultimately, it depends on just what interests you most, but with four weeks, you can probably take in most of what is in southern Utah, SW Colorado, NW New Mexico, and all the way across northern Arizona.
"Four Corners" rings some strange bells here. Many take it to mean just the monument where four states meet, which in itself is not much to see. I'm taking it to mean a large region that covers much of four or five states.
There is not a lot of water in much of the region, although resorts in larger cities will have pools. The water recreation places will be the reservoirs on the Colorado and Green Rivers, particularly Lake Meade and Lake Powell, almost opposite points on one of the larger circles.
My Four Corners circle began and ended in the NE corner of Oklahoma, so included much of southern Colorado on the way out, West Texas coming back, and while it fit into three weeks, most of the details won't work for a Las Vegas based circle.