STYLETHREAD -- LET'S TALK SHOP!

I love the Heard Museum in Phoenix, which has one of the largest native collections in the country. Also La Hacienda resteraunt in Phoenix is great for an authentic Mexican meal, and when I went to Phoenix I bought frozen tamales from a fabulous catering place and brought them back home to BC for my family. Its been a couple of years, and my mom still talks about them as one of the best Christmas presents she ever got. We steamed them the day after I got home and ate them with the several sauces provided. It helps to look up the local newspaper's "Best Of" guides, which talk about the area's best eateries, as voted by people who live in AZ.
I went to the Grand Canyon but was a bit annoyed by the whole experience as I went to AZ for the sun, and wasn't really happy about ending up in snow! It was really cold up there. So it depends where you're from. If its say, California, I doubt you'd care- on the other hand, if you hail from Michigan, save the Canyon for the summer. If you get as far as Tucson, one of the things that gave me a great big thrill was driving just one hour more and reaching the border. I had no idea it was so close! The town of Nogales is one of the best border towns I've ever been to, and I've experienced quite a few. The shopping there seems more authentic and the prices are really good. Again, if you're from Cali or Texas, you've probably had it up to here with Mexican inspired crafts, but for a Canadian, it was great fun and seemed really unique.
If you're outdoorsy, find the local climbing gym in Phoenix and get them to take you up Mount Lemon, which they do every two weeks or so for their clients. Its tremendous! :)
I really liked the people in Arizona, which are quite laid back and friendly, and the women are huge into desert fashions and really seem to strive to look "girly" compared to the rough and tumble tomboys where I am from. I'm glad I went, as its an unusual place and not hugely expensive.

NB: I noticed you're from NC! I've been there, too :) In that case I'd definitely head to the Canyon- great place to see snow. You can hike down it- I did- and some people even go to the bottom, spend the night there, and head back up. You can bring outdoor gear if this appeals. Otherwise, you can take burros or little horses partway down- not sure how much that costs, but they go down a couple of times a day. I think there are hot air balloon trips over the whole canyon as well, and helicopter rides. It all depends on your budget and what you'd like to do, but its good to decide on these things beforehand so that you can schedule to get there at the appropriate times.