I'd go with hiking shoes like Merrells. Best to have a closed in shoe. Keen sandals are great, but they do get a lot of debris in them every now and then, not a big deal but you end up having to take them off to shake them out a lot.
Another thought, if you already own sneakers you could just wear those. I've hiked in Yellowstone and depending on what you plan on doing, several of the trails are pretty packed down on crushed gravel.
And yes, I remember it being very cold at night and in the AM so bring warm clothes for that time of day. Have fun!