Decisions, decisions. If you want beautiful scenery you can't do better than Sedona, it's gorgeous. I would also suggest the "Pink Jeep Tours". They're a little expenisve, but well worth it. Trust me, you don't want to drive those unpaved back roads outside the city without a four-wheel high clearance vehicle.

Now to toss another city into the mix. I like Denver, and I say that even though when I was there it rained or snowed every day, I spent the majority of my time hunting for snow chains, got a traffic ticket, and the telescopes at the Buffalo Bill Museum tried to rip me off of three quarters. Denver Trip Report (kinda)
Still, Denver & their omelette did manage to make a great impression.