Several years ago we took a trip to Arizona, to look at some property/sightseeing.
I like Tucson. In addition to the above-mentioned places, consider Mt. Lemmon or Kitt Peak. The view is nice and it's a great drive. If you are into astronomy like me, the observatory might be a nice night-time activity.
Tucson has the desert museum too and if you are into airplanes the Pima air and space museum was interesting.
Clickhttp://www.pimaair.org/We also drove south all the way to Bisbee, my wife liked the quirkiness of the place and the Queen mine tour was fun as well. We drove to the property that was in Elfrida. On the way back, we stopped in Benson to look at the RV parks. Not too bad there either. Didn't make it up to Sedona, but I hear it is fun.
Tombstone didn't trip our trigger (ha! a fun gun pun!) but we had visited there before. Still interesting history there and the drive is pretty scenic. Of course I like looking at the mountains.
For that matter, there is quite a bit to do in the Tucson area:
I used this