actually to fly in to San Antonio and fly out from Tuscon and travel along the border (Big Bend, White Sands, Saguaro, ...)
Is this a good idea? are there some special points to go?
These are wonderful places...Another option would be to fly into Salt Lake City and the National Parks around Moab and South Utah. Snow would be more likely to get into your picture here, though. But they are more superficially spectacular than the sites you've mentioned (that's just my opinion, and spectacular isn't necessarily the best setting for good photos).
As a European, do make sure you understand how BIG the Southwestern United States is. Just getting from San Antonio to Big Bend will be a significant drive. Google Maps says ten hours. With the trips you've described, a significant portion of your time here will be spent shifting between parks. You may want to consider finding one place that has several good locations near it and flying in there (possibly spending more time at each destination also).
With the agenda you describe, consider the Gila Cliff Dwellings National Monument and perhaps Guadalupe Mountains National Park as you pass West of Big Bend, also. And perhaps Carlsbad Caverns, well worth seeing, though it is not an easy place to do photography.
