From south to north:
Superior Threads is just off I-15 on my the south side of St. George. Wonderful selection of fabrics at a good price. Dave's Bernina in Provo is small but really nice, particularly if you do garment sewing or embroidery in addition to quilting. In the Salt Lake City area, look at Floyd and Lizzy's on 7800 in West Jordan. Wonderful selection of batiks. This is the home of the Tin Lizzy quilting machines. Dane's Cotton Shop on State in Sandy is nice too. There is also a shop in Bountiful on Main Street called Brooks with a very large selection of fabrics. There is also the Handiquilter Headquarters in North Salt Lake. I think they will let you in to drool over the quilts they have all over their walls. I don't think they sell anything there, but the quilt samples are truly world class.
Have fun going through Utah and into Montana (which is probably my favorite spot for a vacation).
Pam