It's been a while since I was last in the park, but:
Santa Elena Canyon should be good in the morning light. The entrance faces east so you should get some interesting effects. Ernst Tinaja is always interesting as are the pour-offs located throughout the park. Views from the Chisos Mountains are spectacular; it's a pretty serious hike to the top of Emory Peak but get there early enough and the lighting should be excellent. If you're there in early April the desert may still be in bloom, which would make for some good photography.
Take plenty of water if you are hiking in the backcountry and if you park along the river and are away from the car for a while, don't leave anything of value in it. Also don't pass up Big Bend Ranch State Park- it's a huge place with lots to see.