The Valley Of The Gods in western Utah is an off the main road find that rivals bigger parks, yet is not a park. It is on Bureau of Land Management land, which means that it is a bit more open on what people can do there in comparison to national parks.
The impressively eroded sandstone can be seen along a 17 mile dirt road that winds in and out among named formations. There are occasional pull-outs to walk around, picnic, or even do off grid overnight camping with no facilities.
This is definitely worth a stopover when traveling through the west side of Utah.