Well, the grand canyon is only 90 minutes away. If you want to avoid the crowds, I'd recommend going up highway 89 to Cameron and then going into the East entrance. Lipan point is usually pretty un-crowded and a great place to watch the sunset.

For something closer, there's the Walnut canyon ruins and the Wupatki national monument. The crater trail is as close as you can come to walking on the moon. Both of these can be done in an afternoon.

Sedona is nice if it's cool out - we hop down there to go hiking all the time in the winter.

If you have something specific you want to do, let me know - I'll try to point you in the right direction.