Is this still Utah or could it be somewhere else?

Guess where these photographs were taken and we'll give you an electronic soon-to-be-released novel. First five correct respondents receive the book expected to be published within a couple of months.

Jenni missing the great beauty while examining a spike from a cactus. At least 4 different shades of blue water.
'Boy! Did I take a wrong turn.'
'Hey! You don't expect me to swim across...what? You're not serious.'
We were cold/cool for the last few weeks and now we're warm. Hence, a shady spot in paradise.

If you're going to relax, might as well take a prime spot.
We spend much time mesmerised.
Cheers, 

Jenni and Jeffrey