Layered and very warm with a good heavy coat. The Canyon is in winter in AZ and UT, so you might be warm in day but once you are in the shade or at night it will be very cold.
Think cold. remember the Grand Canyon rims are 7000 and 8000 feet above sea level. Yosemite, in the valley is 4000 feet and other accessible areas range up to over 8000. Cold.
In addition to the layers that other people suggested, bring boots, sunscreen, and either sunglasses or a hat.