Depends on what you like , how long you are going to be there..... This week Az is getting hit hard with weather, 12 inches of snow in No Az yesterday, 22" today ..... which will probably translate to a good drenching in So Az.

If you really like long indian creek like sandstone routes (and assuming the weather is good) check out Sedona about 1 hr north of Phoenix. The routes range from chossy, to ok, to great to one of the best routes I've ever done in the world, bar none.