If you haven't tried the Houseboat seen Lake Powell is a good place to experience it.
There are many options to rent one and the offseason rate is reasonable.
I can vouch for not needing to be a boat captain to operate one.
Landed in Las Vegas from Anchorage Alaska drove south to one of the marinas and set sail for four days.
Unless you like winter weather and activities as a family, I'd look at AZ. Most folks I know here head south for Spring Break, because we've had enough of the cold all winter. We were up in Sheridan, WY in March a few years ago and it was -17 the morning we left. That's not fun for any activity.