While there is a lot of soundstage work done in US films, there is actually a lot of location work done as well, and tons of B-roll footage. The thing is, a lot of US films and tv show are actually shot on location in Canada :)

That said, your best bet is to think up a list of some of your favorite movies and then do some research on their locations. If you are going to be on the Coast, LA is worth a visit. A ton of stuff is shot in Los Angeles every single day. When I worked there I was bumping into location filming crew all the time.

Some of the most popular buildings in LA are City Hall and Union Station. They do not always play themselves in films (City Hall often plays court houses and libraries), but you will instantly recognize them. There is also the Bradbury Building downtown, which if you have ever seen Blade Runner you will know it.

If you are visiting Utah, according to my dad, most of John Wayne's westerns were filmed in Monument Valley. In fact, it is the setting for many movies,and also the setting for the opening episodes of this season's Doctor Who :) You can find a complete list here:
http://en.wikipedia.org/wiki/List_of...y_in_the_media