Valley of Fire State Park. I know of at least two fantastic slot canyons there that photograph well in mid-day light. There's quite a few little nooks and crannies to explore where you'll find some great reflected light in mid-day, too.
I've been to the Valley of Fire twenty times at least and never knew of the slot canyons, where are they? Thanks, Jim
One of them is really easy to find: do the White Dome loop hike and you'll go through it about mid-way. The other isn't marked and isn't an official trail. It's at the bottom of a wash you cross on the road to White Dome before you get to the trailhead for Fire Wave. There's enough room for one car to safely pull over. You can't see the slot canyon from the road but if you get in the wash and start walking you'll run right into it. It's one of the prettiest slots I've photographed - anywhere, including Escalante.White Dome Slot Canyon - http://www.flickr.com/photos/bretedge/5276404552/in/set-72157624979068772Unnamed slot canyon - http://www.flickr.com/photos/bretedge/5605148188/in/set-72157626339943905