In a car, Durango to Ouray, Hwy 550, Colorado. Nice hot springs in Ouray, awesome hotel in Durango
on a motorcycle, the roads outside of Thermopolis Wyoming, Hwy 789 and Buffalo Creek Road (world's largest hot springs in Thermopolis, check it out)
on a bicycle, King Ridge Road and Coleman Valley Road/Bohemian Highway in Sonoma Country
any and all of the above, 17 Mile Drive in Monterey California or Hwy 89 down the west side of Lake Tahoe.