A quick stop along I-15 can net you several of the species you mentioned. The marsh at Market Lake is right along the interstate. The sage area is a little bit north; in fact, you can get to Hamer along the frontage road heading north from Hwy. 33. I've even seen Short-eared Owl sitting on fence posts in the area.
The I-15/Hwy. 33 crossing is known as Sage Junction. Sage Sparrow, Sage Thrasher, Loggerhead Shrike, Ferruginous Hawk, and Burrowing Owl can all be found from the gravel frontage road. I've even had Bobolink out there!
I actually prefer Market Lake to Camas. It's easier to get to (I'm usually heading east to Rexburg and the Island Park area), and the birds are fantastic. I'd dare say that there are even fewer mosquitos!
Both Market Lake and Camas are known for their tendency to attract vagrants. If you have time, both are totally worth it.