Kathy,
if you have access to it, try to get a copy of Laurent Martrés' "Photographing the Southwest", Volume 1, Southern Utah. Excellent book with very good description and pictures, even though I was not always happy with its accuracy (or, rather, with the lack of it).
Btw, though it's Arizona but it is "on the way", don't forget the Antelope Canyons. There are two of them, not far from each other. The Upper one is simpler, smaller, walk-through (judged from the pictures I saw); the Lower Canyon is much more interesting, though more difficult too. DO NOT GO IN IF ITS RAINY, although the Navajo Indians would not let you in anyway. Take a pair of jogging shoes without socks; there might be water ponds inside. Be prepared to wash the shoes afterwards, except if it is really dry. Be prepared to get somewhat dirty (only sandy) inside. Btw, Laurent Martrés wrote a nice travel book about Arizona as well.
My "Antelope Guide" is at
Antelope BlatheringShoot raw if you can, because the color is a problem. Take some white card with and shoot it several times. "Proper" white balancing is nonsensical, you get boring colors; the world looks differently down there, so use the WB card shot as a starting point only.
Have much fun
Gabor