You are describing a fabulous trip! I am so envious. I have been to all the places you've visited and love each and every one of them. Like you said, the differences in weather, elevation, landscape, etc., all in one state, are amazing to see.
I'm so glad you're enjoying yourselves. If I close my eyes, I can see the red rocks and catch a hint of pine fragrance in the clean air.
I'm glad you're having a good visit, but it looks like you may have missed a little bit--better come back! Phoenix, Tucson, and the low desert are wonderful in the Winter...