Antelope Canyon is just outside of Page, Arizona. Since the canyon is on Navajo land you need to book a tour with one of the registered tour companies. We stayed at the Best Western hotel, and the front desk were able to set this up for us. It was $75 for two people, on the extended photographic tour.
The canyons are very dusty, so be sure to clean your camera thoroughly before the trip and be careful when changing lenses. I took a couple of dust reference photographs while I was in the cavern as well.
You have to share the trip with other tour groups, and it can get a little frustrating at times, as there is limited space. The more people that walk through the canyon, the more dust gets thrown up.
The caverns are quite dark, and so you need to take long exposures to really bring out the colors. f16/15-30sec @ ISO 200 was about right.
A lot of shots are prone to lens flare, so you might want to take a piece of card along to screen yourself from this. Shooting from the shadows will also help.
One neat trick we learned from the guide was throwing a handful of sand onto ledges to trigger a “sand waterfall” effect.
I thought that the pictures merited a separate gallery: