Monarch Cave is one of many Anasazi sites located in Comb Ridge. It is in an awesome location at the end of a wash right above a plunge pool. The walls along both sides are covered in pictographs and pottery shards are littered all over.
The only problem with hiking in this area is that there are no signs. Not for turnoffs, not for trailheads or anything else you might be accustomed to. Take a map and download the GPS route before heading out. We also ran into the issue of not being able to tell what was parking (which there are small "lots") and where people are camped. Sometimes they are both.