Vegas is great and cheap- and there is SO much to do, instead of gambling. I have been there 6 times and am leaving in 2 weeks to go back! I love it! You can see the Grand Canyon, etc.
Colorado would be great and romantic- Winter Park or Breckenridge
Florida is always fun. Lots to do and beaches, even Disney World, Daytona Beach (nascar), Panama City, Florida Keys. They also have all-inclusive trips for Florida, etc. Not sure what you like.
Gaitlinburg, TN is Beautiful. They have cabins you can rent and they are not that expensive.
Mrytle Beach is a great place with lots to do. Not sure about the weather that time of year. My brother went there on his honeymoon and they rave about it and had a blast.
Lake Tahoe- lakes, cabins, casinos, shows, etc! It's a little Vegas, but really nice!!
Good luck, and let us know what you decide!