I went last December and did Antelope canyon. You have to do a tour and pay the fee as its protected land . It's well worth it. I didnt stay up there as we drove all the way back to Phoenix that night (5 hours) but that area is really out in the middle of nowhere.
Not sure who "we" is... you and an SO or you and drinking buddies.
If it's an SO, I'd put one of these two on your dining itinerary:
Vincent's at Camelback - Southwestern French, if that makes sense to you. One of my favorite restaurants in the US. It'll cost you 2 bills+ but worth it.
Pizzeria Bianco - arguably better than anything put out in NH. YMMV.