The Grand Canyon.
http://www.hikingtripreports.com/images/grand-canyon.jpg
Flagstaff, it snows there.
http://www.selfstoragefinders.com/images/cities/flagstaff-az.jpg
Sedona..it's a nice town with nice places to go.
http://www.azjerome.com/images/sedona4.jpg
Payson, it's pretty aswell.
http://www.wunderground.com/data/wximagenew/m/msjoy2u/11.jpg
Fountain Hills, It's a fountain that goes really high up
http://pics4.city-data.com/cpicc/cfiles22371.jpg
Hoover Dam, It's nice.
http://media.photobucket.com/image/hoover%20damn/riesen2b/HooverDam-Front.jpg
Glendale,Az.Go to downtown Glendale during Christmas it's so beautiful!
http://cdn-write.demandstudios.com/upload//3000/900/90/1/53991.jpg
There's plenty of other nice places, Tempe, Az also gets pretty during Christmas.I added some pictures so you can see.When you go to the Hoover Dam or Grand Canyon you can pay to get a tour on a helicopter.I live in Glendale,Az. so I know :)Plus, I've been to all these places myself.Don't miss out on Scottsdale and Prescott.Also, go to the Arizona Mills Mall in Mesa, it's huge! Or The Desert Ridge Mall.Or to the Cardinal Stadium and to the stores around there.Visit Cabelas in Glendale as well, they have dissected animals!The Meteor crater is pretty cool, never been there though.