I haven't made that trip yet, though seeing Monument Valley in several films is what sent me on trips to Arches, Bryce, Zion, and several other fantastic locations in the red rock deserts of that part of the southwest. From those trips, I'd recommend Laurent Martres'
Photographing the Southwest vol 2 -- Arizona. His advice was absolutely spot-on for just about every place I've traveled in the southwest--and yes, he does indicate that you need a Navajo guide for the best parts of Monument Valley.
If you travel at all from ABQ up toward SAF,
Kasha-Katuwe Tent Rocks National Monument is worth a stop along I-25. In addition to the eponymous tent rocks, it has a few sections of slot canyon which are an easy hike and make for interesting photography if you've not visited any of the southwest's more famous slot canyons--and which are more accessible than places like Zebra or Spooky and don't require a guide like Antelope Canyon.