Place to stay here is the Marriott Courtyard or just outside of town at the Amangiri if you are willing to spend over $1,000 per night.
Several great sights in the area:
Upper Antelope Canyon - The most popular slot Canyon to visit but gets very crowded. The photographers tour is key if you are serious about getting good images. See my blog post for more info on this site.
Lower Antelope Canyon - The other really popular slot Canyon in the area. Less crowded and the one I’d pick if I could only choose one. Also has a photographers tour which I would highly recommend.
Horseshoe Bend - Just a ten minute drive and short hike to reach this scenic viewpoint of the Colorado River, best at sunset. See my blog post for more information.
From Page you can take boat trips on Lake Powell, the most popular of which is to Rainbow Bridge, the world's largest arch. The other popular trip is a half day rafting trip on the Colorado. The full 10 day rafting through the Grand Canyon leaves from nearby Lees Ferry.
Coal Mine Canyon - A little known spot near Tuba City on Navajo land. It's a very colorful canyon worth visiting. To visit requires a permit be obtained.