there are parts of both AZ. and NM that are much cooler than LAS even in the summer.But I think considering them will have far more beneficial results(happy GF=happy you)than considering Las Vegas

Regardless-you have to realize that as soon as you get back to city limits you will be in Las Vegas=and all that it embraces.So If the GF is not cool with "Las Vegas-the Concept"then,depending on her temperment,the whole trip will either be"eh?"or "yuch!" and will bring your vacation down also.
Take this from one who has tried traveling with Vegas haters in the past