I agree with Irish 11 here, Western WY and MN are amazing. I have a buddies that that live in Jackson Hole and Missoula, both are going to be stopping points. And I will go through Colorado as well, guess i forgot to throw that in there.
I'm also going through WV and TN (Smokey Mountains to Nashville)
Thanks for all the input, please keep it coming. I'm taking notes...
How long is your vacation??? driving in the west eats up days like you can not imagine. We spent close to a month once going to National Parks, National Monuments and points of interest in Colorado, the desert south west, northern Mexico, and California. We ran out of time, before we could see all we had planed to see, and we started out in Montana. You could spend a month in each of the western states and only scratch the surface, so carefully target spots you want to visit.
I travel extensively and have been to all the states you mention. If I was driving from Pennsylvania west, I would stick with the freeways or fastest routes and drive day and night until I got to West Texas. You can see the East and Midwest on shorter vacations and long weekends.
Be sure and take the southern route on your way out because, the rockies mountains and high elevation in May, can mean snow, no leaves on trees, and not even a new blade of green grass (except) in towns and roads in the valleys. At my house we can have significant snow fall until mid June (6,200ft. elev) in plain words, the weather until mid June can be shitty in the mountains.
If you make it to Montana, and the snow in the high country clears early this year, be sure and see Glacier Park and Many Glaciers, in Montana and Waterton Lakes Park just North of Glacier in Alberta. Also when you drive through Yellowstone be sure and drive the "Bear Tooth Highway" on your exit or entrance,depending on your route.
If your time is not limited on the return trip, and if you don't mind traffic, AND haven't already O.D.ed on mountains. I would forget ND. and drop down to Colorado it has great scenery.
Check out the links for Montana info, and be SURE and check out the slide show of 74 photos of clearing the snow on the "Going to the sun highway" in May and June.