The photo ops in that area are spectacular, especially around Sedona. I highly recommend taking one or more of the Pink Jeep tours. http://www.pinkjeep.com/
The girls really enjoyed that! We stayed at the Best Western Inn of Sedona, (A really nice place!) and they picked us up right at the hotel. We took the Ancient Ruins trip, which was great.
The view of Sedona from the hotel was very nice, too.
Just North of Sedona, Slide Rock State Park is a fun place to visit. The stream cuts through solid rock for hundreds of yards and is a great place to cool off!
A side trip to Montezuma's Castle along the way to Sedona was really interesting.
It was very hot the day we were at Saquaro, well over 100 degrees, so we didn't spend much time walking around! It is a beautiful place, though.
I highly recommend a visit to the Desert Museum near Saquaro. A great collection of Southwestern animals and plants in natural surroundings.
Here's some more links that might interest you:
That's a great area of the country with much to see and do and hope you enjoy the trip.