I've never been to Cheyenne. I've never had cause to be invited. I would find such a trip fascinating. I've been in the area and, as I recall, they weren't doing public tours at the time. While I spent eight years enlisted, it was as a Marine. I don't think they'd really have much use for my skills there - though in my career I did go on to model traffic. That might seem an odd thing to mention, but modeling pedestrian and vehicle traffic (probably prior to design) might have some value in a limited space like that. I believe it's mixed traffic (both pedestrian and vehicular)? If so, it would have been a fascinating project to work on. Alas, I was never consulted on it nor anything really like it.
Hmm... I'm not sure that's entirely accurate. I did do some work at a military base which is, oddly, classified. No, I have no idea why it has that status but it has that status. I think it's safe/secure to say that the data should have been FOUO and the access to the data would have been much better. I'm not sure that the typical footpath taken to the chow hall and the times taken should be classified as secret when it's on a base, with public access, in the US. But, there you have it. With that, I also got to take a look at and consult on some plans for a mine. That included optimization, scheduling, and evacuation and emergency routes. So, nothing quite like Cheyenne Mountain but separate parts that have some similarity. I think I'd have liked Cheyenne. When I'm next out that way, I'll have to see if they're a bit less secretive and allowing public access tours. I've seen a few documentaries that include or are about them. The individual rooms being housed on giant springs would be neat to investigate but a public tour probably don't afford one the chance to stomp around unsupervised and make discoveries as you go.
That said, I've stomped all over the areas you mention. I've toured various WWII sites on my own or in tours. I've hit many of the islands (including Iwo and Okinawa) and I've stomped across parts of Europe. I've even been to some WWI sites like the Somme but that's mostly just fields where I was. I did a lot of that particular touristy behavior just after selling my business. My house was being built, things were in motion, and I didn't have a whole lot to do for a while so I spent just under six months bouncing around and finding new things to look at. The Pacific was nice as I really prefer an unguided tour and self-discovery. I don't know if that makes sense or how much sense it makes but I've never been a huge fan of going somewhere only to hang out and interact with other tourists or to have someone tell me where to look and when. Now that I've accumulated a few dollars, I do like hiring a local/knowledgeable guide where applicable.