Lower Antelope Canyon is in Page, AZ...unless there is another one in NV.
By "rte40" I assume you mean I-40.
In Page, you can stay the night at Wahweap campground overlooking Lake Powell, or boondock at Lone Rock beach right at the lake, or stay in town at Page Lake Powell campground. After Page, you could drive down 89 to I-40. When you get closer to Flagstaff, take the loop road off 89 to visit Wupatki Nat'l Monument and Sunset Crater NM. Bonito is a nice Forest Service campground just outside the Sunset Crater entrance. Or from Page, head over to 191 and go south to I-40. Along 191 is Canyon de Chelly NM in Chinle. There is a campground there. Also in nearby Ganado is Hubbell Trading Post Nat'l Historic Site.
