The Rockies and most any other mountain above 1500 meters/4500 ft won't be doable in November, for the most part, although there might be days here and there of good weather. You should definitely stick to the coast, although rain might be a concern in that part of the country.
Northern Arizona is mostly all high elevation, and like Maja stated, the Grand Canyon has been getting cold now, so will be even colder then! East of the Grand Canyon, I always suggest Canyon de Chelly (Chelly is pronounced "shay"), but again, the elevation giving gobs of cold weather would make it not worth it on bikes (a car is a different story, however).
Your best bet would be to head south, as in to Mexico and south. I live in Yuma in southern Arizona along the US/Mexican border, and wouldn't suggest here as it is just plain boring! However, traveling along the Colorado River from north of Yuma south has some good scenery through Havasu City and Parker keeping to the Arizona side. From here you could head into Mexico, or head east into the California/Mexico border and cross somewhere there (crossing west of Yuma gets you into the Mexican state of Baja Norte, in which you could follow the Baja peninsula south, and take a ferry to Mexico's mainland. Or, perhaps, someone would suggest heading east of Yuma and crossing east of here and head south through mainland Mexico.
I am not sure how far east is doable traveling through southern Arizona and into New Mexico into Texas and eastward along the Gulf Coast that time of year, if you really wanted to stay in the US for a while and make your way to, say Florida, but someone could chime in and state how that part of the country is in November, but it seems anywhere east of Tucson gets into elevation and would seem to end up being cold.
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