For the weekend, go north. It gets warm around May. If you have a car, I would suggest a two day drive.
Start in Phoenix, go to Wickenberg, then up through Jerome to Prescott, to Cottonwood (I would recommend a side trip to Montezuma Castle here), then to Sedona then up to Flagstaff. This is a good long day of driving, with stops.
For the trip back, Flagstaff to Payson to Globe (pass by Roosevelt Lake) then back to Phoenix. This is a shorter drive than the first day.
This is a nice way to see the diversity of the state in two days. Sedona is very "touristy" and full of greenies to laugh at.
Now as my old bumper sticker used to say...
Now you've seen Arizona.
Now go F'n home!
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DOh!!!
I just read that you are starting in Prescott... First night, bar hop down whisky row.