New Mexico, along the highway, VMC
It's been many years since I made a flight from Texas to southern California but as I remember the MEAs are around 10,000' in New Mexico but Colorado and Wyoming will be pushing twelve to fourteen thousand.
Not only that but you may consider following a highway as a good source of emergency landing fields.
And this time of year, unless you're equipped and have experience in mountain flying I'd stay out of the clouds and remain VMC. Too much ice.
File IFR yes. But stay out of the clouds if you're not on O2 and turbo-charged.
Best.