The Utah parks I've enjoyed shooting the most are, in order of interest to me, Arches, Bryce, Dead Horse Point State park and nearby Canyonlands (Islands in the Sky District), the Fisher Towers area, Capitol Reef (especially if you are camping) and the Burr Trail and Hole-in-the-Rock roads in the Escalante area.

I've written articles on two of these areas:

Bryce Canyon: http://chem.dynu.com/photo/bryce.asp
Fisher Towers: http://chem.dynu.com/photo/fisher.asp

Arches is next on my list. I'll be there 12-15 Oct. to get the last bit of info and shots I want before writing.

You might want to look into two pretty good books on shooting in the Southwest from http://www.phototripusa.com/ . I used the first volume a lot in learning Utah.