Penguin - I've done some of that. Where are you staying, motels, camping etc? Some places you really need to book in advance, others you can just turn up.
Salt Lake City - big city, lots of conferences, hard to find somewhere just to stop. Personally, I'd rather stop at MacDonalds on the freeway than go into the city. However, the free tour of the temple area is quite fun, though I found it a little creepy. You will feel v dirty/scruffy unless you are wearing a frock, with freshly washed hair, and a perfect smile on your face.
Alcatraz - you have to book for the trip at least a few weeks in advance. (which is why i've never managed to do it)
Yellowstone - it's bigger than you think. It takes hours to drive around it, and we got held up by 3 hours due to buffalo one day, so be prepared to be flexible. If you don't make it to the far north west of the loop, don't worry. there's no water there any more so the 'pools' were a disappointment - we'd seen them 10 years before when they had water in them, and they were way better. the south loop is definitely the best bit.
Tetons - get the boat across the lake & do some walking.
Grand Canyon - I really noticed the altitude there, and we didn't stop for long enough to go down, which is a shame, but again, I think you need to plan that in advance.
Zion - fantastic, but hard to find tent camping nearby.
Not trying to fit in Death Valley? (joke)