Agree to drop Tuscon for a 4-5 day trip, but you can do Sedona. In Phoenix if you like to walk, try a hike. Both Camelback and Squaw Peak (Piestiewa Peak) are very doable without much trouble, a couple hours at most to get to the top for good views of Phoenix. People run up and down the mountains, so if you walk 18, you can do this. Did both with several teens and pre-teens over the last couple years. Start early, like 8 am, not necessary to go at 6 am and bring plenty of water. You can horseback ride too. try to head way up past Carefree.
As for Sedona, we played (3 adults and 3 teens) Canyon Mesa GC an Executive course in Oak Creek Village for pretty cheap with the Red Rocks in the background as the sun went down. $20 and the starter said play as many holes as you like.
http://www.krazykyote.net/canyon_mesa.cfm The Hilton Sedona has a nice Robert Trent Jones course but it is pretty pricey, but check them out on the links. Also highly recommend you drive up Schnebly Hill Road and the Airport Mesa while in Sedona.