To clarify the "you need a tour guide", which often confuses people. You do need a tour guide, only for Upper Antelope, but the Indian tribe that manages the location runs them from where you park.
I showed up mid-morning, signed up for the photography tour when the sun rays would be entering the upper canyon (somewhere around 1 or 2 pm - they'll know) and then did the self-tour of the lower canyon for a couple of hours. I walked back over to the parking lot 10 minutes before my slot and hopped on the transport out to Upper.
There are plenty of external tours, at much higher prices - the explanation sometimes makes is seem that you need that.
(unless something has changed in the last several years).
I'd also suggest at least putting your name in for the lottery at The Wave. Only 10 permits a day, with hundreds of applications, but if you get lucky, as I did, it's one of those things a photographer has to do.