Jerome and further north to Sedona and Oak Creek Canyon.
Pima Air Museum a must if you are an aviation enthusiasts.
Yes, Jerome is well worth seeing, and take the scenic Rt. 89a through Oak Creek Canyon on your way back to Phoenix. If Canyon de Chelly is too out of your way, check out Montezumas Castle for Indian cliff dwellings. If you find yourself near Navajo county, there is usually a Navajo rodeo somewhere both Friday and Saturday nights. They are not well advertised though. Finally, we really enjoyed a tour of Tombstone. It was not at all the tourist trap we expected.