ArcGIS Desktop installs with a set of TrueType fonts for hghway shields (ESRI Shields), including some state specific shields like Utah's classic beehive. Unfortunately, the ESRI TT behive has a black surround/background that doesn't look great on map products.
Lacking a TT font editing program, Zach Beck of AGRC has put together a beehive-like symbol, with a transparent background, by stacking some more common symbol characters. This symbol is available in a .style file that can be loaded into the ArcMap Symbol Selector window (More Symbols --> Add...)
Another option is to download Jim Mossman/Data Deja Vu's UT highway shields font. This is available at the downloads page of ESRI's Support Center site: http://arcscripts.esri.com/
details.asp?dbid=11341
Mossman's character set includes outlines and backgrounds and text-labeled faces for (nearly) all of the Interstates, U.S. Routes, and UT State Routes in UT. This download also makes creating new symbols for recently created state routes a fairly simple process, and allows for full color-customization of all parts of the shield label (including text) to accomodate different cartographic needs.
