Cold. They only get 60 frost free days a year and those days are not consecutive.... Check the average temps. I think the ski resorts are still operating in April.

My friends that live there tell me that you are taking your chances with the weather even in early June. Often rainy and cold. September is supposedly a better time to go.

I will put a good word in for Sedona however. I've been there in January. It's only a couple of hours drive from Phoenix and the weather was good enough for me to go hiking. Lots of things to do, too.