If you are worried about pick pocketers go to www.pacsafe.com they have slash proof bags and purses as well as camera straps. Great for guys and gals. I used the citysafe 200 and its great.
Some other suggestions, although not necessary - Travel pillow, chewing gum (especially for those who have ear problems during flight), book and/or ipod and one change of clothing (air lines do lose luggage occasionally)
If you have a high-def video camera, be sure to take it on a hike with you to the bottom of the canyon. HD is the only way to bring out the gorgeous contrast of blue sky and red rock that you'll want to show everyone at home.