I've taken a DA40 to Phoenix area from Indiana, and I took the route through El Paso. I could only do 2.5-ish legs as that's all the fuel I had. That route saved me some high alt, and weather issues, and this was in August. Might take awhile, but it worked.

My start/stops were IND-CPS-TUL-AMA-ELP-CHD. Like I said, I had horrible fuel range, so you can stretch those out. I'd stop at airports that would definately have Mx available if there were to be a problem since you are on a ferry permit.

Definately take your camera, it's a fun trip.