I'm a Brit living in Las Vegas and spend much of my spare time flying my R44 helicopter around the south west. I also fly in the UK when I am back. In fact I spent last weekend flying to Palm Springs, San Diego, Catalina, Santa Barbara, San Luis Ibispo and back to Las Vegas. I have also flown up Death Valley a few times and the length of the Grand Canyon.
It is fabulous flying out here but I would endorse a few of the comments already made. Always use flight following and it makes sense to supplement this with a VFR flight plan. The briefers on 1 800 WX BRIEF are very helpful both with weather as well as NOTAMS and the all important TFRs which can spring up at a moment's notice. You can check before or during a flight which MOAs are hot and I recommend steering well clear if they are hot even though technically you are permitted to fly in them. Look at the ceilings and times of use because in many cases you can fly over them or through them particularly at weekends (Death Valley is cold at weekends). Also ask for penetration of the many restricted areas. On Sunday, GA were being given permission by LA Centre (or should that be center) to transit the restricted area over Edwards Air Force base. It must have been spectacular to overfly the space shuttle runway. For the Grand Canyon get the detailed chart and stick to the altitude minima. Also look out for other aircraft. I had 2 close shaves because other aircraft were not giving position reports as they are meant to and everyone seems to fly at the edge of the ceiling. IN fact the airspace around Vegas, Lake Mead and the Grand Canyon is very congested so speak often on the right frequency and keep your eyes wide open.
I would also recommend a trip to Santa Fe in New Mexico with a short diversion north to see Los Alamos.
You should have a memorable trip.