If you find yourself driving East on Highway 40 from Arizona to New Mexico, do yourself a favor - drive the last several Arizona miles on the frontage road! Take your time, and stop for lots of pictures, *especially* in mid-late-afternoon!
I found myself there just a bit later than optimal, and only pulled off 40 a couple of times. But wow! was my head swiveling!
I definitely need to look into a day trip photo safari route. So far, my thoughts are: drive to Gallup, lunch at Don Diego's (recommended by a friend), kill a few hours exploring the sideroads in the area, then (about 3-4 hours before sunset) drive West to approximately exit 346. From there, drive East on the frontage roads until it's either too dark, or you run out of mesas.