I live in Scottsdale, AZ there is plenty to see and do here as any other state in the country. The Grand Canyon is not to be missed as it is one of the seven natural wonders of the world. Flagstaff is a cute little town with part of the old RT66 area left. Sedona is beautiful with the natural red rock formations, jeep tours and hiking passes are available. I have also been to slide rock it is a great place to cool off and ride the natural slide. A place that has not been mentioned is Tombstone in Tucson, AZ. That is a great place to go if you would like to travel back in time. Kartchner Caverns if you like caves that is a neat experience. As for Phoenix there are things to do but it is like your typical big city in any one of the states. I hope that helps a little. I have never been to Colorado or Utah so I have no experience with those beautiful states. I also forgot about the painted desert in between New Mexico and Arizona.