I had my honeymoon there!
Here are some things you might want to check out:
- horseback riding
- oak creek canyon (Slide Rock State Park is located there)
- Tlaquepaque arts & crafts village
- hiking & biking (tons of places to do this)
- hot air balloon rides
- scenic plane & helicopter tours
- shopping in uptown Sedona
- art galleries
- Shugrue's Hillside Grill (pricey but WELL worth it - fabulous food)
- Cathedral Rock
Here's an event guide for Sedona: http://sedonaazcoc.weblinkconnect.com/CWT/External/WCPages/WCEvents/EventsStartPage.aspx
And if you're at all into bird watching, there are lots of pretty hummingbirds in the area.
If you are still looking for a place to stay, I recommend
the Wishing Well B & B for couples. It's not really a family place but, great accomodations and wonderful service. VERY romantic and they can cater to your special needs (like a honeymoon,for instance) if you let them know in advance. http://www.sedonawishingwell.com/
Enjoy your trip! It's beautiful!