During the fall.. the Navajo rez has the Window Rock Fair and Shiprock Fair. These are events you should visit. I guess I'm curious to what you are photographing? I know the Apache Crown Dancers dont care about what pictures you take of them. THe Hopi and Zunis on the other hand . dont like cameras around their ceremonies. Navajos are mixed but so far I know i havent seen an objections to it.
I would love to go to those, and hope to do so in the future!
For the most part, I do fine art landscape photography. That's about 80% of it. I go looking for things that show a continuation of ancient life to the present. Here's an example:

The mesa is considered a holy place by the Laguna Tribe. In front of that are the Southern Pacific RR tracks and in front of that of an 1920's truck with the ruins of a stone house off to the left.
The Apache land I was on for the first picture was so small I did not find a tribal center.
I never have taken photos on Hopi or Zuni land as my research says they do not appreciate it....especially their tribal dances. It would be like intruding on some groups religious service and walking around taking pictures. It's just not respectful.
There are some pretty cool areas in Navajo country East of Tuba City, AZ (just drive carefully, there seem to be ram-horned sheep on the roads everywhere if your not careful.)

This one is very cool...deep inside a kiva at Mesa Verde. Note the circular orb off to the left. There is no light source in the kiva, and there was nothing metalic or glass to reflect off of. The orb is perfectly circular against a backdrop of over 2,000 year old uneven stone work.
Never noticed it until I got home.
ROX