Funny your first reply is from an Aussie but Elise and i rode through Arizona in August. we came in from the North through Moab (which is just near Arches national park and is well worth seeing)
Monument Valley as you hit arizona is a cool place but the Indians werent very nice. we stayed at cameron, not much there but good accommodation for the area ( and restaurant) and it was an easy ride to The Grand Canyon if you want to see it in the morning light. from there we went to Flagstaff Williams, (route 66 towns) and tried to track what is left of the route across to Kingman, before heading to Vegas. thats about all i know, but i did enjoy the rock formations, the canyon is spectacular, and the route 66 stiff is pretty cool.
enjoy...