We drove up from Scottsdale a few years ago. You exit the interstate, then take the back roads in to Sedona. As you drive the road, you don't see a dam thing. You wonder what the heck folks are talking about.
Then, as if by magic, you head around a bend (IIRC), and there it is (not going to say what).
Have your camera ready. Sedona is awesome.
Don't forget to bring your bathing suit to (?) can't remember the name. It's a natural water slide over the rocks just outside of town.