Watch U-Turn with J-lo, Sean Penn, Joaquin Phoenix and Billy Bob Thornton. Then drive 45 mins to east to Globe. I don't know why other than to see where U-Turn was filmed. It's actually a super cool old mining town with this cool store...
http://www.picklebarreltradingpost.com/products
And amazing ruins, Besh Ba Gowah. It's like a semi restored native American pueblo. There are mine tours and such as well. Ask where the secret bakery is. If it's still there you've discovered reason number 452 to remain living.
If you're interested drive another ten minutes to Queen Creek and climb "My Toe Sis" and "Sight o My Toe Sis" 5.9 and 5.10a. Brilliant pocket climbing that rivals the Verdon Gorge in France, just shorter but arguably sweeter and definitely safer. Or just hike around the boulders. Unusual and spectacular.
Maybe drive a bit further east to Roosevelt Lake. Big ole lake in the desert.
If you're going to Tubac go a bit further east to Bisbee. Super neat mining town in a precarious valley. Know for fire garnet and cool stores. Stay there a night if you want.
Then maybe check out Johnny Ringo's grave at Turkey Creek. Pearce is a legit ghost town there. Tombstone is actually kind of fun too.
But above all, discover the mystery of The Thing.
Jerome is neat and artsy and ghost towny. If you go to Sedona I'd stop in Jerome for dinner at the House of Joy (reservations definitely required). And drinks at the Spirit Room. A photo by the Sliding Jail and you're out.
My whole goal in Phoenix is getting the hell out of that place. I feel like a dog at Halloween there.