Phoenix is beautiful in its own right and is centrally located for many wonderful trips around Arizona. Sedona is certainly beautiful and IMHO is the 2nd best place in Arizona (after the Grand Canyon). Visit Montezuma's Castle on that day trip.
Other trips would be to the east to the Superstition and canyon lakes area. The Boyce Thompson Arboretum is another winner.
http://arboretum.ag.arizona.edu/
Head south to Tucson and the Arizona Sonora Desert Museum and Saguaro National Park. The Pima Air Museum is one of the finest collections of aircraft around.
http://www.desertmuseum.org/
You can visit my Arizona gallery for some other ideas. Good luck and hope you have a great visit.
http://www.pbase.com/qleap/arizona
-Clayton