Leave Vegas quickly if it's not your thing, but head out to Red Rocks Canyon - pretty for the family and some good bouldering at Kraft Rocks. If you detour into Zion NP there are a few boulders about, and also in Little Cottonwood Canyon as well, near SLC, and there some near Odgen but not sure where. After that it depends what route you take. If you go via Idaho, there is some bouldering near Pocatello.