Arizona Sen. John McCain, who next month will formally join the race for the Republican presidential nomination, made a campaign stop here Thursday, saying he's not conceding the state to former Massachusetts Gov. Mitt Romney.

Romney, a Republican who rescued the 2002 Winter Olympics from scandal and is a member of Utah's predominant Church of Jesus Christ of Latter-day Saints, is a favorite for the nomination here. Already 17 of Utah's 21 GOP state senators and 49 of 55 Republican House members support his bid for president.

"I know he's very popular here and deservedly so," McCain said outside the governor's mansion. "I believe Gov. Romney is a very fine person and a fine governor. Mayor (Rudy) Giuliani is an American hero. Republicans have some good choices."

But McCain said he believes he can convince the American people that he's the candidate who can ensure the 21st century is "America's Century."

McCain is scheduled to stay overnight in Utah. He has several private fundraising events planned. Republican Gov. Jon Huntsman supports McCain and met the senator at the airport Thursday.

Huntsman said he backs McCain because of his track record of ethical behavior and service to the nation and for his ability to transcend political divides.

"I think he has an unparalleled world view," Huntsman said. "He understands the world, he understands how to put the pieces back together again."

McCain said he hoped voters would see that supporting his candidacy would support U.S. military personnel and support a new direction for the war in Iraq. Pulling out of Iraq would lead to chaos and genocide, he said.

He also corrected remarks he made Wednesday night on CBS' "Late Show With David Letterman" that lives had been "wasted" in Iraq.

"What I meant and, what I always say is, lives have been sacrificed," McCain said. "The war has been mismanaged. Of course these young people have sacrificed, they've made the ultimate sacrifice."

McCain declined to directly address criticism from the Romney campaign of his positions on immigration reform and gay marriage. For the record, McCain said he doesn't support amnesty for immigrants and wants a comprehensive approach to immigration reform and secure American borders. He also said believes in the sanctity of traditional marriage but thinks it's not the federal government's job to define it.

"I'm a federalist and believe the states should make that decision," he said.

Huntsman said McCain's visit speaks well for the new Western states primary planned for Feb. 5 in Utah, Arizona and New Mexico.

"We're already seeing very serious candidates venture into our state," Huntsman said. "Not only because Utah is Utah and very important in its own right, but it really is the political and economic center for the Intermountain West."