Are you only interested in hotels or in seeing Arizona? I am purely destination driven so I would put pins in the map for Monument Valley (strictly speaking in Utah), Arches NP, Zion NP and Grand Canyon. We did this once - absolutely stunning but it was mainly motels like a Best Western at Moab and Goulding's Lodge at Monument Valley. From Scottsdale/Phoenix you can take a small plane to the Grand Canyon which does a few passes through the Canyon itself and drops you off for a few hours. We stayed once at Tucson at the traditional Arizona Inn and loved it.