Josh Powell said in TV interview that he took the boys to "Pony Express Trail". There is a campground called Simpson Springs Campground" that is the only campground on the Pony Express Trail. The Simpson Spring Campground is open year-round.
ETA: If Josh really did take the boys here he probably got rid of evidence and Susan at this point.
Here is some information about the campground.
Additional Information
There is no staff, but the Simpson Springs Campground is open year-roundit is the only campground on the Pony Express Trail. A portion of the Pony Express Historic Trail is paved; however, the greater length of the route is graded or graveled dirt road until pavement is reached again at Ibapah. The desert environment can be harsh. Extreme summer and winter weather is possible, with summer temperatures in excess of 100°F. Dry lightning storms are common during the summer in the western desert. Winter weather is often extremely cold, with snow and ice common. Spring and fall are typically more moderate. Visitors should plan ahead and be prepared. Road conditions vary with the weather, and the road surface may be muddy and unstable in wet weather. Travelers are advised to carry adequate fuel, water, food, two spare tires (if possible), and other supplies for the entire trip. There is no place along the trail where a visitor can have a tire repaired. Visitors are also encouraged to carry at least a Utah State Highway Map. Those planning to camp on BLM-managed lands at undeveloped locations along the trail should have BLM 1:100,000-scale maps showing land ownership.
From the following website:
http://www.blm.gov/wo/st/en/res/Edu..._Travelers/go/scenic_drives/pony_express.html