We love travelling in National Parks, even when we weren't that active (or correction I wasn't that active, DH has always been) we've always enjoyed checking out National Parks, some of our favourites being based in USA (think Yosemite, but also Kings Canyon, Valley of Fire). We also spend a fair time visiting Vegas, so Zion and Bryce are natural choices for our wish list
Zion National Park 273 km or 170 miles from Vegas, in Utah. The subway is a well photographed area and permits must be applied for before hiking into the area. Its also popular for bird watchers and nature lovers in general.
Bryce Canyon National Park is located in a similar area in Utah, with Vegas also being the closest major airport.
They have a shuttle system to minimise traffic disruptions, and of course there is plenty of hiking to do. But with sunsets like the one above, I can only imagine what the sunrises look like!