As you might guess, Salt Lake City has Utah's largest and most visible GLBT community, and it's also the site in early June of Utah Gay Pride - this year, it takes place June 5 to June 8, 2014.
Here's a full calendar of this year's SLC Pride festivities. On Saturday there's one big Pride Rally along with a Pride Interfaith service, at 1 pm; and a Dyke & Transgender March at 2 pm at the festival grounds. There's also a Pride Day 5K run in the morning. These events are followed by a Gay Pride Festival, from 3 until 11 pm, at Washington Square (S. State St. and E 400 S), at the Salt Lake City Hall grounds. Entertainment at the rally, which takes place on two stages (plus there's a Kids' Carnival), included Alex Newell, Ivy Winters, and Pandora Boxx last year.
Wake up Sunday morning, ready to take part in the main Utah Gay Pride Parade, which starts at 400 East and 300 South at 10 am. Here's a map of the Utah Gay Pride Parade route. Then it's back to Washington Square for another full day of the Pride Festival, running from 11 am until 7 pm, with entertainment featuring a wide array of performers.
Numerous gay-popular bars as well as restaurants, hotels, and shops have special events and parties throughout Pride Week. Check local gay media, such as Q Salt Lake Gay and Lesbian News for details. Also take a look at the GLBT page produced by the city's official tourism organization, the Salt Lake CVB.