+2 for Red rocks, assuming you can time your trip - the place has a pretty short "reasonable" climbing season (March / April and late September - early November). The rest of the time it's cold and wet or snowy, or ludicrously hot. And there's nothing better than skarfing down $5 steaks in an off-strip casino while being hit on by a cougar to cap off a big day in the canyons!
During summer you really can't beat the High Sierra - endless looooong routes on awesome alpine granite at pretty much any grade you care to climb. Even just hiking around up there is inspiring.
DM me if you're thinking of coming over - I live in SF and am always keen to hook up with visitors.