I think that whole area is fantastic.
We did a big tour a couple of years ago - flew into Denver with America West from either Vegas or Phoenix I can't remember which, then drove to Salt Lake City via places like the Rocky Mountain National Park, Mt Rushmore, The Little Big Horn Battlefield and Yellowstone. All of which, I would wholeheartedly recommend. The scenery was breathtaking.
The only disappointment was the lake at Salt Lake City - very smelly and infested with flies & some of the biggest spiders I have ever seen. The city of Salt Lake on the other hand was fascinating, spotlessly clean and well worth a visit.
I think it will still be reasonably warm in September, I know it gets COLD in the winter. We didn't stay too long in Denver, but the bits we saw were enough to make us want to go back.
The easiest way to pull it in with miles redemption would be a VS flight to SFO or LAX and then an internal - preferably with a VS points earning carrier.

Nick