That road looks all too familiar. My guess is also the Grand Canyon. They said they're going to a "park," which could be "national" and not necessarily "amusement." And if anyone noticed, the third clue is "Cliffs" without the apostrophe, so it is definitely plural. And where else does one find "cliffs" in that direction?
^It looks like Mike beat me to the punch!
My guess towards the "engine" is that they're taking the steam engine train to the Grand Canyon.