My favourite hike in the S.W. USA is Paria Canyon. It straddles the border between Utah and Arizona.
In my trip report, I called it the best canyon walk in the world.
Andrew and Sheila posted some wonderful photos of their March 2008 trip.
… we backpacked the 62km length of the Paria canyon. Although wet and somewhat cold so early in the season (we waded in the river proper for at least half the hike, and encountered 1 freak snowstorm on the second day), the scenery was spectacular and well worth the effort. What’s more, the snow seemed to have scared a good many hikers away, and we saw only 3 others on the trail in the 5 days of hiking!
Brilliant!
Sheila
They added the sidetrip to Wrather Arch, one of the world’s largest.
See the rest of their photos on Pbase
besthike.com 
I hiked Paria Canyon with my family back in ’97 or so. I absolutely loved it. I keep wanting to go back, but I live on the other side of the country now. When I did it, we hiked down Buckskin Gulch, and then back up Paria canyon. We only two days to do the hike. I’d have to say that this is my second favorite place to hike, Havasupai being the first.
Thanks, Rick, for the kind comments!