My first suggestion, and one I've seen many times on photography forums, is to get at least 2 of the 3 parts of Photographing the Southwest by Martres,
Vol 1 - Utah and
Vol 2 - Arizona. There's a wealth of info in these books, and have helped me on several trips through there, including one that overlaps with yours a bit.
Depending on how many NP's you think you'll see on this trip and over the next year, consider getting an
America the Beautiful one- year pass. It can save you a lot of $$. $80 to get into all the NP's (and some other facilities) for a year. Yosemite, Bryce, and Zion are all $25/car. Plus the other NP's in the area you may consider after suggestions in this thread or reading those books

. You can order one online, or buy them at the entrance to most NP's...if they have them (read the FAQ's if you go that second route).
I don't know if you're aware of it, but you'll be in what's often called the Grand Circle, because of a rough 'ring' of NP's and other scenic areas, such as Zion, Bryce, Canyonlands, Capitol Reef, Grand Canyon. One common 'loop' for example: Zion, Bryce, Captiol Reef, Canyonlands, Arches, Monument Valley, Page (Antelope Canyons/Horseshoe Bend), Grand Canyon. I basically did this in late April/May, and was surprised at the number of people we ran into repeatedly along the same route.
Grand Canyon - From what I've heard, most people actually just swing by for a few hours and take in the south rim views before moving on to something else. This is what we did, because we had so much else to see on our trip, including Havasupai. Since this is your first time, unless you really want to hike in, I'd suggest spending a few hours/half a day doing the views, and move on to other locations. North rim closes around mid-October or so depending on weather; I'd probably save that for another trip. In fact, I'd probably scratch GC altogether and do more Utah locations, but that's me.
Lower/Upper Antelope Canyon - Definitely OK to do in a day; there's basically a 2 hour limit in each, and they're basically across the road from each other.
The official Navajo website says you need a guide for both, but in my 2 trips, that hasn't been the case for Lower (more details below). Note that in October, I don't think you'll be getting the sun rays beaming into the canyons. But you also should have less crowds; Upper is a madhouse in the spring/summer! And you don't have to worry about trying to schedule both around early/mid morning for the rays.
I held a little photowalk there for both Upper and Lower on my trip and wrote up a lengthy tip/suggestion thing to send out to the first-timers. If you want to PM me your address I can email it to you, I could write up pages lol. Oh, and in May, I heard all the tour groups raised their prices, almost doubling them.
And yes, you can do Horseshoe Bend on the same day, easily. Either sunrise or sunset, both are popular. Bring a flashlight

I guess since it's your first time, the question is do you want to see more locations and spend less time at each, (my preference), or fewer places with more time at each? For fewer locations, maybe GC, Page, Zion, Bryce. My first trip, I cut out GC since it's further way from the other parks; I did Zion, Bryce, Page, Monument Valley in 5 days.
For more locations but less time at each, maybe something like:
Day 1 - Grand Canyon South rim - 1 day to drive there (about 7 hours or more from Lancaster?). Stay in Village overnight to catch sunset & sunrise.
2 - Page - 1 day to do Upper Antelope, Lower Antelope, Horseshoe Bend. Hope that there's no rain anywhere in the area, or you won't be going into the slot canyons.
3&4- 2 1/2 hours to Monument Valley; drive through the self-guided tour; 3 hours to Moab. Spend a couple of days exploring Canyonlands & Arches.
5 - Swing by Goblin Valley, on way to Capitol Reef
6 - Bryce
7&8 - Zion
9 - Valley of Fire, swing through Vegas, on way to LA. It's a long drive to LAX from either Zion or GC. Be careful about the morning rush hour traffic on the 17th, especially if your flight is mid day.
EDIT - Holy cr@p, didn't realize I wrote so much
