In the fall of 2008 my family took a trip out West via Amtrak. Yes, we took the train from Milwaukee to Chicago and then from Chicago to Salt Lake City (The California Zephyr.) Something on the order of 34 hours on a train. It was a nice way to travel and the kids got to watch the changes in our countries geography along the way. We really enjoyed traveling by train. It is so much more relaxing than what passes for air travel today.
In Salt Lake City we rented a minivan and drove down to southern Utah and northern Arizona to take our kids to our favorite places. We spent several days on The North Rim (staying in a cabin on the rim), then went to Zion, Bryce, and finally Arches in Moab.
Here are some pictures: