Don't waste a trip to the Grand Canyon on him: no matter where Herzog is, he doesn't really like to take in the sights. And when he does notice his surroundings, he projects all his anxieties and fears onto them.
Take for example the difference between a big city like New York and a rural haven like Ludeyville. Herzog looks around New York and thinks,
It was the normal hour for bats swooping raggedly (Ludeyville), or pieces of paper (New York) to remind Herzog of bats. An escaped balloon was fleeing like a sperm, black and quick into the orange dust of the west. (5.145)
Whether he's thinking of Ludeyville (in the Berkshires) or New York, Herzog sees bats and thinks about… the absurdity of life. He sees a balloon and thinks of a sperm. He's kind of a pervy ideas man: the actual beauty of location means very little to him.
When Herzog tries to get away from it all and recover a sense of calm, he heads to his house in the Berkshires. But this house initially only reminds him of his failures:
[And] here (his heart trembled) the house rose out of weeds, vines, trees, and blossoms. Herzog's folly! (9.2)
Again: a balloon ain't just a balloon—it's a sperm. An overgrown house ain't a house—it's symbolic of folly. We think Herzog reads too much into things… and when a bunch of die-hard Lit nerds are telling you to cool it on the symbolism hunting, you know you're overanalyzing.
Eventually, as Herzog is able to accept himself, he's able to accept his surroundings. The guy lives so much in his own brain that there's hardly any line between his thoughts and the outside world. Any improvement in his mood tends to make the whole world look more beautiful.