Hi Gill.
As far as packing goes - do try to travel light if you can. I took far too much and its not easy living out of a suitcase (especially a very full one!)
The Americans don't do dressing up so you will not need anything dressy for the evening. However, I did wear a dress at the end of the holiday - in Vegas. For evenings chinos and/or jeans are OK with some nice tops.
At the beginning of our trip, the temperature was about 60 degrees but very windy. So it could be quite chilly for the first few days. My waterproof was adequate though, although I had a separate jacket for the evening. Having said that, a cardigan might be Ok for the time of year you're going.
By the time we got to Arches and Monument Valley the weather was a lot warmer and a tee shirt was OK during the day. I tended to keep a cardigan with me in the coach.
Don't forget, you will have the coach with you at all times so you can keep extra clothing with you.
All the holidays had washing machines so you can always wash some clothes (especially in the middle of the holiday when you have 2 days in Salt Lake City or Cortez.
Hope this helps
Olive