They're all great as long as we can use them!
I will offer another biased opinion towards Utah. It has Moab, San Rafael Swell, Uintahs, Sand Hollow, Moab, Delta Sand Dunes, UTBDR, Cedar City, Moab, Richfield, etc.
The only problem is all the +*^$'s that are lobbying to get the trails shut down or heavily restricted. They have way too much time on their hands to ruin others day.
From what I have heard CO is the most off road friendly state. Apparently as long as the trails are being used they won't or can't be shut down (true?). If that is the case it is pretty awesome. Utah seems to have the opposite mentality. God made this place for us to use it and no one can do that without the resources and capabilities that our 4WDs offer us.
Sorry for the rant but be sure to take your kids out so they can learn to appreciate what all of our states have to offer and let's make sure that they can enjoy it as well as their kids, etc, etc.
CA, NV, and AZ also seem to have a lot to offer.