Sedona is supposed to be a very nice area. It's at a bit higher elevation, so it is cooler. I think that those two things translate into more dollars! There's a surprise! I've never been there, so I can't really say much else about it,
Tucson has several resorts, this is the time of year to get a bargain, but of course, the trade-off is that it is pretty toasty!
For something a bit different, there is this: http://www.tvgr.com/ I've been there for a couple of company events, it is in an attractive area, and has character.
I have not been to any of them, but I haven't heard anything bad about them. There are others, too.
Of course, I think it would be great if you came to Tucson! But, if you came to Sedona, I think I'd figure out how to get up there to say hello, anyway!