There are two canyons that people reffer to. The uper cnyon is from Cle Elum down to Thorp and has some but limited acces. The other canyon is reffered to the lower canyon and starts just south of E-burg. The canyon road follows the river. Just south of I 90 on Canyon Rd and next to the truck stop is a fly shop. In town is Worley Buggers. Both good places to get current info.
Heading south from the fly shop a little ways you will see Ringer Rd. This will take you to the river. There is an upper and lower parking lot. There is a lot of water that a ground pounder can get to. From Ringer down watch for pull outs next to the river. Some aren't very big so keep your eyes open! Down further you will come to Umtaneum, noticeable by a foot bridge over the river. Many people walk the RR tracks up and down. If you do realize trains move through there at a good clip. From Untaneum you can continue to follow the river and there are more places to pull off and fish.
River Journal Yakima River by Steve Probasco is a good source of info and well worth the time to take a look at.
Dave