I don't know the first thing about bags, but I know a little about Airzona. And Colorado since you are going that way.
In Co, take I-70 from Denver to Aspen and down past Grand Junction. When you get to the copper mountain area (just past Frisco, CO) hit up Independence Pass. It might be one of the best roads in the nation. Seriously. It ends in Aspen, Co if you come from the Copper Mountain side, but it may still be closed when you get here, but the weather is super nice right now. If you can't take it then I-70 runs through Vail pass and the Glenwood Canyon which are both beautiful (but not as nice as IP). The road down I-70 also has a lot of great rides in Thackerville and Leadville. Headed to Grand Junction is a little less, but is wide open and very scenic.
In AZ head for Phoenix and Flagstaff. The Prescott area near Phoenix and Flagstaff is a great ride. Northern AZ is great with mountains, curves, etc and the Grand Canyon which I never get tired of seeing. Southern AZ is hot dry and open. Seriously seriously open. The road from Gila Bend to Yuma is so flat you could reasonably pull 200+ and never see a cop for about 150 miles. I like it, but it does get a little droll. Heading north from Yuma is one of my favorite roads in America, the Needles to Vegas run. Another 200+ road that is flat open, and has these cool sweeping hills that are about 15 feet high meaning you can juuust see over them the whole way. If you head that way its mostly hot and flat, but near Laughlin is pretty fun, and you can see the London Bridge for your tourist trap. Plus, it's Vegas if you head that far. The Hoover Dam and gambling! Woot!
I havent been to Utah on a bike...so I can't tell you about that.