Monument Valley, near the Arizona-Utah border, is gorgeous, but there are a
host of other neat places within a few hours drive as well.  Muley Point,
Natural Bridges, Canyonlands, Arches, Mesa Verde, Chaco Canyon . . .  don't
get me started.  If you want real inverted funnels though, you'll have to
come over near Santa Fe, to Tent Rocks
http://www.discovernlcs.org/TheNLCS/Monuments/KashaKatuweTentRocks.cfm
You can always camp in my driveway.

Maggie