If you have time the drive over to Ouray is worth it. The city pool there is fed by a hotspring and is relaxing. You can rent a Jeep for the day and explore miles of off road trails that lead to abandoned mines from either Ouray or Silverton. Rent a Jeep instead of taking your own vehicle even if it is 4X4. Don't ask how I know, lets just say it would have cost less.
Monument Valley is nice as is Arches NP which is nearby. We actually enjoyed our time in Moab Utah, right outside Arches.
