Is it only you or is there a family involved?
Would you enjoy some tent camping?
For your first trip West you could purchase tenting equipment when you arrive by plane to Denver or Colorado Springs. Then rent a car and mix it up with tenting in the national parks/national forests or staying in cabins or motels, depending on the weather. Cabins/hotels in the parks themselves are typically more expensive than just outside the parks in nearby towns.
If you plan to use the Denver/Colorado Springs airports all the time for your trips then rent a small storage unit for your camping gear & it will be ready for your next trip.
If, after your first trip you want to plan to fly into another western airport then end your tenting at that airport; find your storage locker at that area, leave your camping gear there.
This could get expensive over a long period of time but for 2-4 nice vacations out West each year it might pay for it with the time you'll save and more time to explore.
A plus would be if you knew someone in the Western states that could store your tenting equipment for you.
