Was there last summer and used both Velvia and Ektachrome 100VS - preferred the latter.
Echo the sentiment not to do too much (I did). I particularly liked Zion canyon (especially in the river at the narrow end), Canyon de Chelly for the Cottonwoods and the Anasazi remains, and would have liked to get into at least one slot canyon (but there were storms around when we were there). The most accessible are the upper and lower Antelope Canyons near Page (? is that the right town - it's the one near the Glen canyon dam at the downstream end of the Lake Powell sewage lagoon.)