oldmattb did a great job and kudos also to most everything else.
Add Tumacácori Mission between Tucson and Nogales. Did not see that (but could have missed it)
My thoughts ....
Benson not that warm as many places in the winter - elevation. Nice place though.
Forget Tombstone except for about 1/2 day to get tourist town'd out.
If it is a train ride you want there are hundreds of better ones than going from Williams to the Grand Canyon - expensive and hokey and lousy countryside. And you get a couple of hours at the Grand Canyon middday....worst time to see it; you need to see it sunrise and sunset to SEE it and not just say you have been there. Williams is a neat town but drive to the entrance of Grand Canyon is 1 1/4 hour minimum and, depending on the line there, could be another 1/2 hour or more to get thru and maybe find a decent parking place. Stay at the South Rim if you are going to the Grand Canyon. LOVE the GC.
(If you want to see pix of places in AZ - or the 11 western states and 2 western provinces you can go to www.laurenbarbara.com and click on the Wanderings link on the left - pick a state / prov and place)