The Grand Canyon
Grand Canyon West Rim: This is where the Skywalk is located, although don't turn up thinking you can just do this and go. No there is a compulsory field trip through Native American villages and other bits and pieces, which is kind of cool, but we really just wanted to do the Skywalk and go, so we didn't end up doing any of it. We didn't want to be stuck on a tour bus with 50 other people, hence why we had hired our own car and at $81.00 USD it was pretty steep a price to pay for a whole host of stuff we didn't really want.
Grand Canyon South Rim: $30 per car for the whole day, by far the most popular spot at the Canyon and hey, you can just come and see the Canyon which is amazing.
Grand Canyon East Rim: Included in the price with South Rim ticket. Also a really cool view and not compulsory activities. There is a tower here built by Native American's which you can climb and enjoy and even greater view as well as learn some really interesting history which is always a bonus.
How to get there: It's about 3 1/2 hours out of Williams, AZ so unless you're on an organised tour from Vegas, you're driving. If you're staying in Williams overnight, I can't recommend The Lodge on Route 66 enough.
Highlights: The View!
Must not do: Get bitten by rabid squirrels who inhabit the area
Before the Grand Canyon I had visited the world's second largest Canyon, Fish River Canyon in Namibia, if I thought that was immense, then the grand canyon is appears infinite. When you stand at the south rim you absolutely can not see the other side, you will be absolutely gobsmacked by the sheer size of the canyon. The best time to go I think, is by far winter as the place isn't swarming with other tourists, unlike Fish River Canyon which is never swarming with tourists.
At $30 it's a good value day too, this covers the whole Grand Canyon National Park, except for the aforementioned Skywalk and it's compulsory tourist activities.