We were there in May of last year--beautiful area!! We stayed at Spanish Trail RV Park just south of town and took day trips to the following:
1.Arches Natl Park--lots of pull-off viewing areas. At the stop to see the Arch you see in most pictures is a place to see some Indian carvings.
2.Cloudland
3.Dead Horse Point State Park (the last scene of 'Thelma & Louise' was filmed here) lots of beautiful scenery.
4.Just south of town is a unique place 'Hole in the Rock'
5.Just north of town is a road that follows along the river. Two things to be sure and see--a lodge with a free museum of memorabilia from movies shot in the area....and a short drive from the main road leads to Fisher Towers formations, one you will recognize from the Citibank commercial about the girl climbing that rock.
It was hot even in May when we were there, but because it's a dry heat, it didn't bother us because we are used to muggy Mississippi heat! October might be a very good time to go.
I think you will really like the area.