Thank you all for your answers ! I'm not use to forums and quotes so I'll make a global answer.
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I think I will abandon the Las Vegas and Death Valley itinerary. Mostly because of the scaring temperatures
But also I'm scared not to find cheap accomodations if I need to in area that are really touristics.
For the first half of my trip, I'm also still not fixed. I love the idea to pass through big cities to see them and also it looks like there are some really great bike trails (110 mile between Columbus and Cincinnati, the Katy Trail after Saint-Louis, etc...). Also passing cities is a way to cut the itinerary in smaller parts and objectives.
But I also have another choice which is to go more North passing though Fort Wayne Indiana and then South Iowa, South Nebraska, and to Boulder instead of Pueblo before passing the rockies. It is a bit shorter and certainly more rural and quiet but I'm also scared to get really bored... But this is still an option in my mind.