I second Coyote Gulch - don't miss it; A great choice even in the midst of winter. If you were going in warmer weather, I'd also highly recommend Death Hollow, an ineptly named side canyon of the Escalante river. It's a beautiful and fun hike in the summer, but is one where keeping your feet & legs dry is nearly impossible as it wades the river bed; It may be a little cool for that. A lot of areas in Escalante feature Anasazi ruins. Both of these hikes do as well as some shorter dayhikes such as the ~6 mile Calf Creek.
Both of these are 2 or 3 day hikes. If you have more or less time, there are many other neat areas that can be seen in succession. Calf Creek is a good little dayhike featuring Anasazi ruins. Both of the above hikes do too, as well as many other areas in Escalante.