I have not been to all of the states, but I traveled to many of states when I was younger.
Nothing beats Colorado.
If you are driving there from the east, it can look pretty boring when you cross the state line. However, once you enter the Rocky Mountains, you'll never want to leave. For many years my family has been spending time each summer in this beautiful area. It is home to many famous ski areas such as Vail, Copper Mountain, Breckenridge, Keystone, Silverthorne . I have only skied at Breckenridge and Keystone because we usually go out in July for the mountain biking action.