Talking Stick Casino is pretty nice and fancy if you want to gamble a bit or have a few pops. We also have 2 zoos in town (PHX Zoo and Wildlife world Zoo)
No one will relinquish their secret desert shooting spot. You can try around Bloody Basin/Horsethief basin off the 17 around the Prescott turnoff. Have a good backstop because there's tons of off roaders riding around there. Table Mesa road north of town is another place, that I've never been to. I heard it sounds like World War 3 around there, but might be better if you go during the week.
Jerome is neat, an old mining town. There's a State park that used to be the mansion where the mine barons lived. Entry is very modest ~$8. Not nearly as many hippies as Sedona, but still a fair share.
Old town Prescott/whiskey row is cool. J and G sales is a nationally recognized arms/ammo mail order company that has a showroom there, a lot of surplus imports.
Snowbowl in Flagstaff has a ton of snow if you ski.
Grand Canyon is like a 3-4 hr drive.
Vegas is 4 hours, Laughlin is 3.
Pima Air and Space museum in Tucson is a 2.5 hr drive. Probably one of my favorite things in the state. They also have the Titan missile museum around there, and Tucson has the best Mexican food in the state.
Ben Avery is one of the country's premier public ranges in size and facilities north of Phx. Also has trap/skeet/sporting clays. The clays courses are a hoot and you can rent a shotgun (Beretta autoloader)