Lot of good idea here.

As for a Northern route, if you do it, avoid North Dakota - completely boring and then you still have to go through most of Northern Minnesota as well. South Dakota however is less likely to see snow (even if you take this trip in Summer don't discount freakin North Dakota for snow!). Also SD has the black hills and Rushmore. You may get Devils Tower in Wyoming, also pretty country there. When you get across, it's a short jaunt over to Minneapolis and then through WI back to Chicago.

Also if it's summer (like July or August only), Denver may be way out of the way but the area, the mountains, Boulder, etc. are all very pretty.

And on your way out of Vegas, more options may be any or all of Zion, Bryce Canyon, Arches, and Canyonlands parks in Utah. Or on the way in for that matter. Maybe go in through the north, out from Vegas through Utah?