Obviously The Grand Canyon, then Flagstaff, Phoenix, Tombstone, Lake Havasu city and Davis-Monthan Airforce Base (5,000 aircraft parked up). NB this list is not in any order of preference or itinerary!
Lucky you, it's a great place. It gets pretty warm in Arizona, bring your sun tan lotion and shorts.
I agree with the person above, definitely the Grand Canyon. You should try and see sunrise or sunset there, it's amazing. If you drive, I recommend taking a trip to Las Vegas (OK it's in Nevada but it's not that far) just for the experience.