I've been to:

New Mexico (lived there for a year in 1999), travelled to Albuquerque, Santa Fe, Taos, Los Alamos, and all over the southern areas (I lived in Roswell).
Texas - Lubbock, Abilene and El Paso
Arizona - Flagstaff, to see the Grand Canyon
Colorado - Colorado Springs, went near Denver but not in it
Utah - Salt Lake City
Nevada - Las Vegas, Reno, Elko, Lake Tahoe
California - San Francisco, San Luis Obispo, Lake Tahoe, Santa Cruz, Los Angeles, San Diego (stayed at a surf camp there)

Ciudad Juarez, Mexico (twice)

And in New Zealand I've been to Auckland (to fly in and out of the country), Coromandel, Bay of Plenty (Tauranga, Mt Maunganui), Rotorua, Taupo, Hawke's Bay (Napier, Hastings, Havelock Nth), Turangi, Manawatu (Palmerston Nth, Bulls, Marton, Fielding, Shannon, Levin), Wellington (live here) and Wairarapa and everywhere in between, Picton, Nelson, Christchurch. Would love to see more of the Sth Island in the summer sometime.