We absolutely LOVE Sedona. We highly recommend exploring the area by going on a hike to Devils Bridge or shopping at the Tlaquepaque Arts & Shopping Village. It's about a 2 hour drive north of Scottsdale.
Cowboys, dusty trails and saloons may be hard to find in Scottsdale and Phoenix these days, but head just a bit further north and you'll find the spirit of the Old West alive and kicking in Cave Creek. This small desert town offers great shopping, dining and gorgeous desert scenery in spades.