Arches National Park is first and foremost a photographer's park. This is quite obvious when you see park literature giving tips on when is the best time to visit particular arches for the best photos. Pick up a copy of the park's Visitor Guide on arrival. It has decent hiking descriptions as well the invaluable information about best times to visit each sight in the park. This can save you time in orienting yourself to where the sun goes down and up. I wish other park's would follow suite with this very useful information.
Sand Dune Arch is a great way to escape the heat of the middle of the day. This walk in the narrow area between a couple of fins provides great shade. The sand on which you walk is actually cool on your feet so if you've been wanting to take those boots off by all means this is the time to do it. We enjoyed a few afternoons in here, just laying on a space blanket and recharging our batteries for a late afternoon hike. One of the great things about Arches is the hikes are generally pretty short and best done early morning or late afternoon for photography. This gives you ample time midday to relax. The key is finding a nice shady spot to do it. This is one of them. It is accessed via a short trail right off the Scenic Drive or for a longer hike, you can walk from the Devil's Garden Campground via Broken Arch.
When you are at the park entrance, don't forget to take the free map and guide with you! You mostly get it from the ranger when entering the park, but otherwise you can always pick up a free copy at the visitor centre. Most (and maybe even all) National Parks have an official map and guide, and I never forget to pick one up. They often are full with info about the park and provid a good overview map with all the hiking trails on it. They are a nice and handy guide when exploring the park.