Hi Dan, I could give you two different options for Utah.
First, this would be the luck of the draw (literally). Drive to Kanab Utah (350 miles from Phoenix) on Thursday. This would allow you to go to the Grand Staircase National Monument visitors center (Phone 435-644-1300) Friday morning to try and pick up a permit for Coyote Buttes. I have heard that in the winter the office is open M-F. So, on Friday they issue permits for Saturday, Sunday and Monday. I heard this a couple of years ago when I tried for a permit at the Paria River office but things could have changed. I believe they only let you sign up for one of the days, I would try Sunday or Monday (this would make a for a late night drive back to Phoenix though). If you get your permit then great you have plans for one of the days. The main other thing in that area is Antelope Canyon. But you could hike into either Buckskin Gulch or Wire Pass to get some slot canyon photos. Just hike in as far as you feel like and hike back out (you might need a day permit-check with the visitors center). There is the Coral Pink Sand Dunes State Park, I have not been there so I am not sure what there is to photograph.
If you do not get a permit then you can take off for Capitol Reef National Park (200 miles), staying in the Torrey. Spend a day around Capitol Reef. Then take off in the morning and drive to Goblin Valley (60 miles) for Sunrise, after that hike Little Wild Horse Canyon for some slot canyon photo’s and back to Goblin Valley for sunset, then drive back to Torrey.
Second option would be to head towards Moab, since you have already been to Monument Valley you could check out Gooseneck State Park (I have never been), also in that area is Valley of the Gods. Then head towards Natural Bridges National Monument-One of the bridges is easy access, the others you have to hike. If you do not hit Natural Bridges you are close to Mule Canyon. That will give you a chance to photograph the ‘House on Fire’ ruin (this is not the right time of year for good light though). The Ruin is a mile or two hike from the road.
Then head towards Moab with a quick side trip to Newspaper Rock. Then on to Moab to hit Arches, Canyonlands and deadhorse point.
Spend as much time there before having to head back for your flight.