In a single engine aircraft, out of Phoenix, I would recommend a south/southeasterly route. Take off out of Phoenix, then head towards Tucson, then after Tucson head southeast, basically following I-10 all the way to El Paso. This route is far less mountainous compared to taking off out of PHX and heading east toward Albuquerque. That route has mountain peaks in excess of 8 to 9,000ft MSL.
The other posts are correct in avoiding flying over the Gulf. I flew a Seminole IFR from PHX to Jacksonville, FL which part of my routing included flying over part of the Gulf which was nice, however I don't think I'd ever do it in a single engine aircraft.
If you do decide to go the El Paso route, as FlyinBrian said, expect hundreds and hundreds of miles of boredom after El Paso until, uh, well, I actually forgot when the hundreds of miles of nothing ended!
Anyways, hope this helps. Which airport are you flying into at West Palm Beach? PBI or Lantana? I've been to both quite a few times.
Good luck!