I'd like to put in a good word for Phoenix as a destination - or at least as the place to fly to in order to visit some other places. This does depend a bit on the time of year of course!
Depending how long you want to spend on the ground I can recommend these
- Organ Pipe Cactus National Monument - had 3 nights on the ground and spent the time there a couple of years back in January
- Death Valley - did this with 6 nights on the ground on an OTP-PHX trip last November also went to London Bridge and several Rte 66 sites
- this Easter, on OTP-PHX fare, driving east as far as Carlsbad though that is with 9 nights
- you could get up to Sedona for a night or two
- Grand Canyon
- with a couple of nights you go to Saguaro Cactus NP, Old Tucson Studios and the Arizona-Sonora Desert Museum
I'd also agree about the abundance of hotels near the airport for an overnight and I think the prices are pretty reasonable.
I think AZ generally is pretty reasonable for accommodation/car hire. My last couple of trips to Hawaii have made my credit card much unhappier.